影响非寿险的最新研究进展——中国科学院风险保费项目2013年更新

C. Biener, M. Eling, Shailee Pradhan
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引用次数: 2

摘要

本文报告了2013年风险溢价项目更新的主要结果,这是对财产险风险评估理论和经验的精算和金融文献的年度回顾。文献综述揭示了广泛的主题,强烈倾向于巨灾风险,市场效率和新的估值技术。在巨灾风险领域,天气和气候相关风险对保险部门的作用进行了审查,并讨论了不断变化的风险环境所带来的威胁和机遇。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Recent Research Developments Affecting Nonlife Insurance - The CAS Risk Premium Project 2013 Update
This article reports the main results of the 2013 Risk Premium Project update, a yearly review of actuarial and finance literature on the theory and empirics of risk assessment for property–casualty insurance. The literature review reveals a broad variety of topics, with a strong leaning toward catastrophe risk, market efficiency, and new valuation techniques. Within the field of catastrophe risk, the role of weather and climate-related risks for the insurance sector is reviewed and both the threats and the opportunities arising from the changing risk landscape are discussed.
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