New cyber risk assessment models based on cybersecurity analysis of vulnerability and threat.
Peer-to-peer risk sharing and other decentralized designs.
Proof-of-concept modeling of infectious disease insurance; pandemic contingency planning and response strategies
Winning and losing streaks in financial markets; conditional Asian options
The new approach extends the current practice of allocating diversification benefits and provides consistency between risk aggregation and capital allocation.
Modeling, pricing, valuation and risk management of equity-linked insurance
Research studies on computational methodologies to accelerate run time and improve model efficiency for nested Monte Carlo simulations
Quantitative assessment of pension-related public policies and feasibility study of market solutions
Ruin probability of insurance companies with given asset and liabilitiy structure