影响非寿险的最新研究进展——中国科学院风险保费项目2012年更新

ERN: Other Econometrics: Applied Econometric Modeling in Financial Economics (Topic) Pub Date : 2013-09-01 DOI:10.1111/rmir.12015

C. Biener, M. Eling

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引用次数: 5

摘要

本文报告了2012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。2012年保险风险的定价与建模以及风险评估方法的进步是研究的热门领域。特别值得注意的是关于行为定价和流动性的新研究。此外，承保周期引起了一些争议，新兴风险，如系统风险和保险与其他金融市场之间的潜在相互关系，也是激烈讨论的领域。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Recent Research Developments Affecting Nonlife Insurance — The CAS Risk Premium Project 2012 Update

This article reports the main results of the 2012 Risk Premium Project update, a yearly review of actuarial and finance literature on the theory and empirics of risk assessment for property–casualty insurance. Pricing and modeling insurance risks and methodological advancement in risk valuation were popular fields of research in 2012. Of special note is new work on behavioral pricing and liquidity. Additionally, underwriting cycles attracted some controversy, and emerging risks, such as systemic risk and potential interrelations between insurance and other financial markets, were also areas of intense discussion.

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ERN: Other Econometrics: Applied Econometric Modeling in Financial Economics (Topic)

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