Insurance loss model and surplus analysis

保险损失模型和盈余分析

• 批准号: RGPIN-2016-03654
• 负责人: Willmot, Gordon
• 金额: $ 2.4万
• 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: 2017
• 资助国家: 加拿大
• 起止时间: 2017-01-01 至 2018-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=635734
• 关键词: Insurance; loss; model; surplus; analysis

An integral part of the financial risk management activities of insurers is the accurate modelling of claims costs both at a specific juncture and over time. Such endeavors necessarily involve the use of sophisticated mathematical tools and techniques. In turn, these models are needed in order to predict and assess quantities necessary for the ongoing financial viability of the insurer. The insured public will also benefit as accurate analysis of the insurer's liabilities helps to reduce the overall costs associated with claim causing events.

保险公司财务风险管理活动不可或缺的一部分是在特定关头和随着时间的推移时索赔成本的准确建模。这样的努力必然涉及使用复杂的数学工具和技术。反过来，为了预测和评估保险公司持续财务可行性所需的数量，需要这些模型。被保险人的公众还将受益，因为对保险公司负债的准确分析有助于减少与造成事件的索赔相关的总体成本。