Insurance loss distributions and surplus analysis

保险损失分布和盈余分析

• 批准号: 36515-2011
• 负责人: Willmot, Gordon
• 金额: $ 2.04万
• 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: 2011
• 资助国家: 加拿大
• 起止时间: 2011-01-01 至 2012-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=474684
• 关键词: Insurance; loss; distributions; surplus; analysis

The obligation of insurers to society requires that they employ sound financial risk management techniques to ensure that they are financially able to meet their obligations. In particular, sophisticated mathematical modelling techniques and tools are needed in order to adequately describe the many and varied insurance and financial products that are sold to the public at large.

保险公司对社会的义务要求他们采用合理的财务风险管理技术来确保他们在财务上能够履行其义务。特别是，为了充分描述出售给公众的许多保险和金融产品，需要精致的数学建模技术和工具。