Reserve Risk; Risk Margin; Solvency II
非寿险准备金风险讨论班
主办:天津财经大学统计系;中国经济统计研究中心
主讲人:刘乐平、高磊、杨娜、郎卫宇、金莉、田静
孙丹丹、王洋、袁远
邮箱:reserverisk@126.com
阅读文献:
Reserving risk,risk margins and solvency :Retuning your mind
Runoff of the claims Reserving Uncertainty in Non-Life Insurance: A Case Study
Cost-of-Capital Margins for a General Insurance Liability Runoff
讨论笔记:
一些总结:
VaR的一点简单介绍
20 Jul 2013
风险边际(Risk Margin)
20 Jul 2013
Actuary-in-box
09 Jul 2013
如何计算全部的SCR
08 Jul 2013
最优估计
08 Jul 2013