Risk Prioritization in Actuarial Risk Management

我的研究目标是为保险和风险管理领域的复杂应用开发科学合理的定量工具。我建议的研究是通过四个广泛的研究项目来开发和研究精算风险管理的创新风险优先级策略：（i）最优再保险模型;（ii）最优对冲基础风险;（iii）指数跟踪;（iv）投资组合保险。通过严格的数学工具和合理的优化框架，我提出的研究计划推进了风险管理科学。这项研究是及时的，也是重大利益的保险公司和其他金融机构提供最佳的战略和指导，在科学的风险管理。

The objective of my research is to develop scientifically sound quantitative tools for complex applications in the fields of insurance and risk management. My proposed research is to develop and investigate innovative risk prioritization strategies for actuarial risk management, through four broad research programs: (i) Optimal reinsurance models; (ii) Optimal hedging with basis risk; (iii) Index tracking; and (iv) Portfolio insurance. Through rigorous mathematical tools and sound optimization frameworks, my proposed research programs advance the science on risk management. The research is timely and is also of significant interest to insurance companies and other financial institutions by providing optimal strategy and guidance in the science of risk management.