Grant: Canada Research Chairs
University of Waterloo
$100,000.00
Insurance Risk Processes
EF 2019-20
Résumé
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.
Programme
Canada Research Chairs
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
1000231026-2015
Name nom
Landriault, David
Department département
Statistics and Actuarial Science
Organization id
33
Institution établissement
University of Waterloo
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2019
Competition year année de concours
2015
Award amount
100000
Program id
CRC
Program name en
Canada Research Chairs
Program name fr
Chaires de recherche du Canada
Group en
DISCOVERY RESEARCH
Group fr
RECHERCHE AXÉE SUR LA DÉCOUVERTE
Committee code
9998
Committee name en
Canada Research Chair Selection Committee
Committee name fr
Comité de sélection des Chaires de recherche du Canada
Area of application code
9999
Area of application group en
Not available
Area of application group fr
Non disponible
Area of application en
Not available
Area of application fr
Non disponible
Research subject code
3000
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Statistics and probability
Research subject fr
Statistique et probabilité
Installment
NA
Partie
0
Nb partie
NA
Application title
Insurance Risk Processes
Keyword
NSERC
Application summary
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.
