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리스크관리, 보험, 규제모형 관련 자료 및 논문을 공부함.
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통계학 기반의 방법론들을 사용하며, 사이버 리스크 중심의 이머징리스크를 다룸.
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보험사 규제모형 관련 문헌
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Reference Journal Review (full / eng ver.) Review (supplementary) Alm (2015) SAJ ppt (240626) review Bermúdez et al. (2013) AB review Eling and Jung (2020) IME review Eling and Schnell (2020) NAAJ review / code (replication) / code (clayton copula)
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(시스템적) 사이버 리스크 관련 문헌
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Reference Journal Review (full / eng ver.) Review (supplementary) Aldasoro et al. (2022) JFS review Awiszus et al. (2024) JRI ppt (240125) Bobtcheff et al. (2016) GPRI ppt (240524) Eling and Wirfs (2019) EJOR code (replication) Welburn and Strong (2022) Risk Analysis ppt (240321)
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Epidemic model on actuarial applications
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Reference Journal Review (full / eng ver.) Review (supplementary) Hillairet and Lopez (2021) SAJ code (replication) Tran (2024) AB
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보험분야 용어
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Title Keywords Review 10. 통합리스크 관리 RBC, Correlation, Copula ppt (240924) 14. 책임준비금 산정 책임준비금, Chain-ladder method ppt (241105)
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Journal
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Abbreviation Full name & Link Impact factor EJOR European Journal of Operational Research 6.0 Risk Analysis Risk Analysis 3.0 JRI Journal of Risk and Insurance 2.1 IME Insurance: Mathematics and Economics 1.9 AB Astin Bulletin: The Journal of the International Actuarial Association 1.7 SAJ Scandinavian Actuarial Journal 1.6 AAS Annals of Actuarial Science 1.5 NAAJ North American Actuarial Journal 1.4 JRU Journal of Risk and Uncertainty 1.3 RMIR Risk Management and Insurance Review 1.1 EAJ European Actuarial Journal 0.8 GPRI The Geneva Papers on Risk and Insurance – Issues and Practice 0.7
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Conference
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Abbreviation Full name & Link Official journal ARIA American Risk & Insurance Association JRI RMIR APRIA Asia-Pacific Risk and Insurance Association APJRI EGRIE European Group of Risk & Insurance Economists GPRI
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Report
- EIOPA (European Insurance and Occupational Pensions Authority)
- LLOYD'S (Lloyd's of London)