Insurance Risk Processes

保险风险流程

• 批准号: CRC-2015-00077
• 负责人: Landriault, David
• 金额: $ 7.29万
• 依托单位: University of Waterloo
• 依托单位国家: 加拿大
• 项目类别: Canada Research Chairs
• 财政年份: 2020
• 资助国家: 加拿大
• 起止时间: 2020-01-01 至 2021-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=695530
• 关键词: Insurance; Risk; Processes

The 2008 financial crisis has had an extensive impact on the quantitative risk management practices of insurers, and has further demonstrated the importance of innovations in the development of a sophisticated risk management framework. The proposed research is expected to make significant contributions on this research theme through the analysis of an insurers cash flow dynamics. A predominant focus is given to periods of financial stress such as those pertaining to capital shortfall (ruin) or negative shock in capital level (drawdown). The development of risk processes with an accrued number of insurance-specific features will be another major theme of Dr. Landriault's research activities.

2008年金融危机对保险公司的量化风险管理实践产生了广泛影响，也进一步凸显了创新构建完善的风险管理框架的重要性。通过对保险公司现金流动态的分析，拟议的研究预计将对该研究主题做出重大贡献。主要关注的是金融压力时期，例如与资本短缺（破产）或资本水平负面冲击（回撤）有关的时期。开发具有越来越多保险特定功能的风险流程将是 Landriault 博士研究活动的另一个主题。