Cyber risk in actuarial / insurance context
(사이버 리스크)

  • 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
(재해/극단적 리스크 모델링)

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

Emerging risk analysis (pandemic, tech-risk)
(이머징 리스크)

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

Dependence modeling & Risk aggregation
(상호 의존적 구조 모델링 및 리스크 통합모형)

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