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