2024
- Theme: Stochastic Processes and Markov Processes
Date: 2024-11-12
Presenter: Seungah Lee
- Theme: Calculation of Reserves for Policy Liabilities
Date: 2024-11-05
Presenter: Keywoong Bae
- Theme: Non-life insurance
Date: 2024-10-29
Presenter: Yejin Kim
- Theme: Underwriting and reinsurance
Date: 2024-10-15
Presenter: Jaehun Cho
- Theme: Exposure and premium
Date: 2024-10-08
Presenter: Yujin Kim
- Theme: Insurance industry and market theory
Date: 2024-10-02
Presenter: Yejin Kim
- Theme: Integrated Risk Management
Date: 2024-09-24
Presenter: Keywoong Bae
- Theme: Factor model with time dynamics and interpretability: An application to cyber risk modeling
Date: 2024-09-05
Presenter: Jaehun Cho
- Theme: Estimating value at risk of portfolio by conditional copula-GARCH method
Date: 2024-08-14
Presenter: Yejin Kim
- Theme: Firm-specific and time-variant effects on cyber risks
Date: 2024-08-01
Presenter: Jaehun Cho
- Theme: Corporate ESG performance and business efficiency: Evidence from the Korean insurance industry
Date: 2024-07-24
Presenter: Jongbin Yoon
- Theme: ESG disclosure and idiosyncratic risk in initial public offerings
Date: 2024-07-17
Presenter: Jongbin Yoon
- Theme: The influence of non-linear dependencies on the basis risk of industry loss warranties
Date: 2024-07-03
Presenter: Jaehun Cho
- Theme: A simulation model for calculating solvency capital requirements for non-life insurance risk
Date: 2024-06-26
Presenter: Keywoong Bae
- Theme: Analysis of systemic risk in the insurance industry
Date: 2024-05-24
Presenter: Keywoong Bae
- Theme: ESG shareholder engagement and downside risk
Date: 2024-05-16
Presenter: Jongbin Yoon
- Theme: Conditional copula simulation for systemic risk stress testing
Date: 2024-05-10
Presenter: Yejin Kim
- Theme: Securitization, insurance, and reinsurance
Date: 2024-05-03
Presenter: Jaehun Cho
- Theme: The impact of news on the volatility of ESG firms
Date: 2024-04-26
Presenter: Jongbin Yoon
- Theme: Factor analysis pertaining to cyber risk & Capital regulation for systemic cyber risk
Date: 2024-04-16
Presenter: Jaehun Cho, Keywoong Bae
- Theme: Industry loss warrranties: Contract features, pricing, and central demand factors
Date: 2024-03-28
Presenter: Jaehun Cho
- Theme: Systemic Cyber Risk and Aggregate Impacts
Date: 2024-03-21
Presenter: Keywoong Bae
- Theme: Unveiling endogeneity between competition and efficiency in Chinese banks: A two-stage network DEA and regression analysis
Date: 2024-03-15
Presenter: Jongbin Yoon
- Theme: External impacts on the property-liability insurance cycle
Date: 2024-03-08
Presenter: Yejin Kim
- Theme: A comprehensive model for cyber risk based on marked point processes and its application to insurance
Date: 2024-02-02
Presenter: Jaehun Cho
- Theme: Building resilience in cybersecurity: An artificial lab approach
Date: 2024-01-25
Presenter: Keywoong Bae
- Theme: Two-stage estimation of the impact of contextual variables in stochastic frontier production function models using Data Envelopment Analysis: Second stage OLS versus bootstrap approaches
Date: 2024-01-19
Presenter: Jongbin Yoon
2023
- Theme: Nesting classical actuarial model into neural networks
Date: 2023-09-07
Presenter: Jongbin Yoon
- Theme: Time-series forecasting of mortality rates using deep learning
Date: 2023-08-24
Presenter: Jaehun Cho
- Theme: A neural network extension of the Lee-Carter model to multiple populations
Date: 2023-07-14
Presenter: Jaehun Cho
- Theme: Evaluation of driving risk at different speeds
Date: 2023-06-30
Presenter: Jongbin Yoon
2022
- Theme: Credibility theory
Date: 2022-08-17
Presenter: Jongbin Yoon
- Theme: Ordering of risks
Date: 2022-08-10
Presenter: Chanjin Kim
- Theme: Premium principles and risk measures
Date: 2022-07-27
Presenter: Jongbin Yoon
- Theme: Ruin theory
Date: 2022-07-13
Presenter: Jaehun Cho
- Theme: Collective risk models
Date: 2022-07-06
Presenter: Chanjin Kim
- Theme: Utility theory and insurance & The individual risk model
Date: 2022-06-30
Presenter: Seungjoon Lee
- Theme: Climate change risk perception and policy preferences: The role of affect, imagery, and values
Date: 2022-02-16
Presenter: Seungjoon Lee
- Theme: Integrated framework for information security investment and cyber insurance
Date: 2022-02-09
Presenter: Chanjin Kim
- Theme: Cybersecurity insurance: Modeling and pricing
Date: 2022-01-26
Presenter: Jaehun Cho
- Theme: Statistical and financial models of insurance and important models of financial engineering
Date: 2022-01-19
Presenter: Jongbin Yoon
- Theme: Comparison of pricing between insurance and financial engineering
Date: 2022-01-11
Presenter: Jongbin Yoon
2021
- Theme: Market risk: Model-building approach
Date: 2021-08-25
Presenter: Dongjoon Rho
- Theme: Market risk: Historical simulation and extreme value theory
Date: 2021-08-18
Presenter: Chanjin Kim
- Theme: Market risk: Value at Risk and expected shortfall
Date: 2021-08-11
Presenter: Seungjoon Lee
- Theme: Market risk: Correlations and copulas
Date: 2021-08-04
Presenter: Jaehun Cho
- Theme: Market risk: Volatility
Date: 2021-07-28
Presenter: Dongjoon Rho
- Theme: Market risk: Interest rate risk
Date: 2021-07-22
Presenter: Chanjin Kim
- Theme: Market risk: How traders manage their risks
Date: 2021-07-14
Presenter: Seungjoon Lee
- Theme: Introduction to risk management and financial institutions
Date: 2021-07-07
Presenter: Jaehun Cho