AIRM

We are aiming to research Risk management, Insurance theory and (Actuarial) Risk modeling. Our research interests include Cyber risk in actuarial/insurance context, InsurTech/Digitalisation in insurance industry, Catastrophe(extreme) risk modeling, Emerging risk analysis and Dependence modeling&Risk aggregation.

We are looking for motivated students, interested in risk management.
As a member of our team, you’ll have the opportunity to explore cutting-edge research in diverse areas such as risk management, InsurTech, catastrophe modeling, emerging risks, and risk aggregation.

AIRM연구실에 참여하면 다음의 Benefit이 있습니다.

학위과정 동안 충분한 재정지원을 받을 수 있습니다.
석, 박사학위 과정 간 매년 해외 학회에 참가할 수 있는 기회가 있습니다.
명확한 도메인(금융 및 보험산업)에서 새롭고, 도전적인 주제로 연구할 수 있습니다.
다양한 산학협력 프로젝트에 참여할 기회가 있습니다.

연구 분야

RESEARCH AREA

Cyber risk in actuarial / insurance context

Cyber loss prediction
Measurement of financial impact
Analysis on extreme sizes of cyber loss events

InsurTech / Digitalization in insurance

Machine learning techniques in actuarial modeling
Study on business disruption by InsurTech

Catastrophe (extreme) risk modeling

Natural disaster reduction
Man-made catastrophe management
Probable maximum loss estimation

Emerging risk analysis

Loss modeling of emerging risks
Insurance customer behavior in the pandemic era
Digital risks as operational risks

Dependence modeling & Risk aggregation

Understanding interdependency in risks (heterogeneous risks)
Copula approaches in actuarial modeling
Risk aggregation in insurance regulatory models

소식

NEWS

More View

정광민 교수님, 17회 국제보험산업심포지엄에 패널토론 좌장 참석 (링크)	2024.11
정광민 교수님, The Geneva Association의 연구 보고서 “Inclusive Insurance in Advanced Economics”에 인터뷰 수행 (링크)	2024.11
정광민 교수님, 보험연구원 산학세미나에 초정되어 발표함. (링크)	2024.10
정광민 교수님, “Optimal reinsurance with a systemic surplus shock”가 *Economics Letters*에 게재승인됨. (링크)	2024.10
정광민 교수님과 조재훈 박사과정, “Spatial cyber loss clusters at county level and socio-economic determinants of cyber risks”가 *North American Actuarial Journal* 저널에 게재승인됨. (링크)	2024.10