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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 및 요구자본량 관련 문헌
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Reference Journal Review Review Alm (2015) SAJ full ver. review Bermúdez et al. (2013) AB review Eling and Jung (2020) IME review Eling and Schnell (2020) NAAJ review / code (replication) / code (clayton copula) Fung et al. (2021) NAAJ full ver.
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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 full ver. Bobtcheff et al. (2016) GPRI full ver. Eling and Wirfs (2019) EJOR code (replication) Welburn and Strong (2022) Risk Analysis full ver.
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Actuarial Epidemic modelling
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Reference Journal Review (full / eng ver.) Review (supplementary) Hillairet and Lopez (2021) SAJ code (replication) Tran (2024) AB full ver.
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보험분야 용어
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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 ARIA American Risk & Insurance Association APRIA Asia-Pacific Risk and Insurance Association EGRIE European Group of Risk & Insurance Economists
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Report
- EIOPA (European Insurance and Occupational Pensions Authority)
- LLOYD'S (Lloyd's of London)