Analysis of an insurer surplus process and its associated ruin related quantities

保险公司盈余过程及其相关破产相关量的分析

• 批准号: 341316-2007
• 负责人: Landriault, David
• 金额: $ 1.02万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2009
• 资助国家: 加拿大
• 起止时间: 2009-01-01 至 2010-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=429587
• 关键词: Analysis; insurer; surplus; process; its

Quantification risk management is a key component of a financial toolkit developed to assist insurance companies in their aim to maintain a sound financial situation. An appropriate quantification of the risks associated with a particular block of insurance business necessitates the use of complex mathematical models that incorporate a multitude of factors that may influence (in a direct or indirect way) the claim experience of an insurance company.

量化风险管理是开发金融工具包的关键组成部分，旨在帮助保险公司保持合理的财务状况。适当量化与特定保险业业务相关的风险，需要使用复杂的数学模型，这些模型包含了可能影响（直接或间接）保险公司的索赔经验的多种因素。