Stochastic risk management in actuarial science

本提案的主题是发展新的方法和模型，直接应用于保险和养老金风险管理。精算师负责管理公众的保险和养老金储蓄。因此，相关风险的管理具有至关重要的实际意义。这些风险正变得越来越具有挑战性。现代保险产品的担保比以往任何时候都更加复杂。寿命的增长超出了预期，这给养老金计划和其他年金提供商带来了问题，也增加了传统人寿保险产品的不确定性。当前和新兴的监管要求越来越复杂的计算技术。这项工作将开发和应用统计学、金融工程和计量经济学的技术，以改善养老金和人寿保险的风险管理。

The theme of this proposal is the development of new methods and models for direct application in insurance and pensions risk management. Actuaries are responsible for the stewardship of the insurance and pensions savings of the public. The management of the associated risks is therefore of crucial practical importance. These risks are becoming increasingly challenging.  The guarantees in modern insurance products are more complex than ever.  Longevity is increasing beyond predictions, leading to problems for pension plans and other annuity providers, as well as increased uncertainty for traditional life insurance products. Current and emerging regulation requires increasingly sophisticated computational techniques. This work will develop and apply techniques from statistics, financial engineering and econometrics to improve the risk management in pensions and life insurance.