{"title":"Amsterdam:","authors":"","doi":"10.2307/j.ctv1htpfdn.13","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.13","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":" 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141222667","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Cephalonia:","authors":"","doi":"10.2307/j.ctv1htpfdn.11","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.11","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129686821","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This presentation will highlight the applications of AI in insurance claims management by focusing on two types of applications: (1) Natural Language Processing (NLP) – The unstructured text associated with claims file notes and documentation are a gold mine that can provide important information for may possible decision-support predictive models. How does NLP enable this gold mine to be tapped? (2) Computer vision – This technology will be evolving to support claims activities ranging from producing an accurate vehicle repair process and cost based on photos only; enhancing underwriting based on evaluating the condition of the property; documenting building contents; and estimating property damage from perils such as water, hail, and wind. Artificial Intelligence Applications in Insurance Claims, Jinjie Duan (30 minutes) A Tractable Method for Unravelling and Modelling Unobservable or Complex Dependence Drivers with Granular Data, Bernard Wong (30 minutes) Social Media Data and Catastrophe Warnings, Professor Zheng Sujin (30 minutes) Bio: Bernard Wong, PhD, FIAA, is Head of School, Risk and Actuarial Studies, at the University of New South Wales (Australia). Bernard is a Fellow of the Institute of Actuaries of Australia, a member of the Actuaries Institute Data Analytics Practice Committee, and serves on the Board of ASTIN. His current research interests span two main areas: modelling of insurance processes, optimal capitalisation policies for risk businesses, as well as the interaction between the aforementioned problems. His research has been recognised via the award of numerous prizes. Abstract: The estimation of claim and premium reserves is a key component of an actuary's role and plays a vital part of any insurance company's operations. In practice, such calculations are complicated by the stochastic nature of the claims process as well as the impracticality of capturing all relevant and material drivers of the observed claims data. In the past, computation limitations have promoted the prevalence of simplified, but possibly sub-optimal, aggregate methodologies. However, in light of modern advances in processing power, it is viable to increase the granularity at which we analyse insurance datasets so that potentially useful information is not discarded. By utilising more granular data that is usually readily available to insurers, model results and predictions may become more accurate and precise. The estimation of claim and premium reserves is a key component of an actuary's role and plays a vital part of any insurance company's operations. In practice, such calculations are complicated by the stochastic nature of the claims process as well as the impracticality of capturing all relevant and material drivers of the observed claims data. In the past, computation limitations have promoted the prevalence of simplified, but possibly sub-optimal, aggregate methodologies. However, in light of modern advances in processing power, it is viable t
她就读于北京师范大学、中国人民大学和南开大学。摘要:社会网络作为一种早期预警系统，在帮助灾害快速评估和灾后重建方面发挥着越来越重要的作用。第一响应者可以使用社交媒体产生的数据流以及其他所需的信息来估计即将到来的危机事件造成的损害并实施未来的解决方案。在本文中，我们试图回答以下问题:在损害估计方面，什么样的信息与从社交网络中挖掘的数据相结合将导致更准确的结果?更具体地说，是地理位置还是资金损失数据?在自然灾害发生的早期、中期和后期，社交媒体分别发挥了哪些作用?社会网络作为一种早期预警系统正发挥着越来越重要的作用，它将有助于灾害的快速评估和灾后重建。第一响应者可以使用社交媒体产生的数据流以及其他所需的信息来估计即将到来的危机事件造成的损害并实施未来的解决方案。在本文中，我们试图回答以下问题:在损害估计方面，什么样的信息与从社交网络中挖掘的数据相结合将导致更准确的结果?更具体地说，是地理位置还是资金损失数据?在自然灾害发生的早期、中期和后期，社交媒体分别发挥了哪些作用?讲座2:网络风险ERM的成功与失败，张国荣(45分钟)简介:张国荣在金融科技业务战略、精算和资本模型、产品开发、并购、信用评级、基金管理以及风险和合规咨询方面拥有超过18年的经验。Raymond目前是新加坡证券交易所上市实体的独立董事，一家受监管的汇款公司的董事，以及亚洲几家InsurTech公司的风险和战略顾问。此前，他是Grab的区域保险主管，以及AIG亚太和亚洲资本再保险集团的首席风险官。摘要:本课程将跟踪ERM实施的发展和成熟——从仅仅是监管机构驱动的合规模式到董事会驱动的卓越业务模式。本讲座旨在介绍实施ERM多年的国家的ERM的目标和好处，其发展和趋势，包括保险业的成功案例以及ERM的失败案例，以及如何解决这些问题。演讲以对ERM未来的讨论结束。第三部分:ASTIN网络风险工作组的保险ERM和偿付能力更新(60分钟)本部分将跟踪ERM实施的发展和成熟-从仅仅是监管机构驱动的合规模式到董事会驱动的业务卓越模式。本讲座旨在介绍实施ERM多年的国家的ERM的目标和好处，其发展和趋势，包括保险业的成功案例以及ERM的失败案例，以及如何解决这些问题。演讲以对ERM未来的讨论结束。第三部分:ASTIN网络风险工作组的保险ERM和偿付能力更新，Eric Dal Moro(60分钟)简介:Eric Dal Moro, SCOR集团财险预订部主管。Eric在储备和风险管理方面有超过20年的经验。在加入SCOR之前，他曾在巴黎和苏黎世的咨询行业工作，也曾在法国、日本和意大利的安盛集团担任不同职务。在Swiss Re工作期间，他还在信贷和担保定价方面获得了一些良好的经验。Eric在2014年至2017年期间担任国际精算协会ASTIN委员会主席，是全球精算界的活跃研究员。摘要:本报告将介绍与网络风险相关的ASTIN工作组的最新情况。由于网络事件几乎没有地域限制，并可能在全球范围内造成经济损失，目前专家们对这种经济损失的恢复期评估存在争议。间接保险损失的潜在累积是(再)保险业对网络相关风险的风险偏好有限的主要原因之一。增加风险转移市场的可用网络容量并实现这种累积风险的额外雾化的一种方法是通过保险关联证券(ILS)涉及资本市场的替代风险转移(ART)解决方案，即网络债券和参数保险和行业损失保证(ILW)。
{"title":"Tokyo:","authors":"Keidanren Kaikan, Jinjie Duan","doi":"10.2307/j.ctv1htpfdn.10","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.10","url":null,"abstract":"This presentation will highlight the applications of AI in insurance claims management by focusing on two types of applications: (1) Natural Language Processing (NLP) – The unstructured text associated with claims file notes and documentation are a gold mine that can provide important information for may possible decision-support predictive models. How does NLP enable this gold mine to be tapped? (2) Computer vision – This technology will be evolving to support claims activities ranging from producing an accurate vehicle repair process and cost based on photos only; enhancing underwriting based on evaluating the condition of the property; documenting building contents; and estimating property damage from perils such as water, hail, and wind. Artificial Intelligence Applications in Insurance Claims, Jinjie Duan (30 minutes) A Tractable Method for Unravelling and Modelling Unobservable or Complex Dependence Drivers with Granular Data, Bernard Wong (30 minutes) Social Media Data and Catastrophe Warnings, Professor Zheng Sujin (30 minutes) Bio: Bernard Wong, PhD, FIAA, is Head of School, Risk and Actuarial Studies, at the University of New South Wales (Australia). Bernard is a Fellow of the Institute of Actuaries of Australia, a member of the Actuaries Institute Data Analytics Practice Committee, and serves on the Board of ASTIN. His current research interests span two main areas: modelling of insurance processes, optimal capitalisation policies for risk businesses, as well as the interaction between the aforementioned problems. His research has been recognised via the award of numerous prizes. Abstract: The estimation of claim and premium reserves is a key component of an actuary's role and plays a vital part of any insurance company's operations. In practice, such calculations are complicated by the stochastic nature of the claims process as well as the impracticality of capturing all relevant and material drivers of the observed claims data. In the past, computation limitations have promoted the prevalence of simplified, but possibly sub-optimal, aggregate methodologies. However, in light of modern advances in processing power, it is viable to increase the granularity at which we analyse insurance datasets so that potentially useful information is not discarded. By utilising more granular data that is usually readily available to insurers, model results and predictions may become more accurate and precise. The estimation of claim and premium reserves is a key component of an actuary's role and plays a vital part of any insurance company's operations. In practice, such calculations are complicated by the stochastic nature of the claims process as well as the impracticality of capturing all relevant and material drivers of the observed claims data. In the past, computation limitations have promoted the prevalence of simplified, but possibly sub-optimal, aggregate methodologies. However, in light of modern advances in processing power, it is viable t","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"93 11","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120819118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"CONCLUSION","authors":"","doi":"10.2307/j.ctv1htpfdn.19","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.19","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126762084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Vancouver:","authors":"","doi":"10.2307/j.ctv1htpfdn.5","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.5","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"130 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128486774","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Stavanger:","authors":"","doi":"10.2307/j.ctv1htpfdn.14","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.14","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":" 8","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141222686","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Tunis:","authors":"Habib Bourguiba","doi":"10.2307/j.ctv1htpfdn.18","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.18","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134621674","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2020-03-15DOI: 10.5040/9780571343263.ch-002
J. Chapman
The price volatilities of the commodities expose commodity trading companies to the risk of big financial losses and force them to combat the risk with a spectrum of hedging strategies. In this paper, we study strategies to reduce shortfall risk in long-term hedging with short-term futures contracts. Our main contribution to the literature is extending Glasserman’s model (2001) to a two-commodity scenario and providing numerical solutions for risk analysis across alternative hedging strategies to minimize either running risk or average risk. In the end, we illustrate a scenario when optimal average risk is superior to optimal fraction strategy if investors wish to receive large returns at the end of the hedging horizon.
{"title":"New York:","authors":"J. Chapman","doi":"10.5040/9780571343263.ch-002","DOIUrl":"https://doi.org/10.5040/9780571343263.ch-002","url":null,"abstract":"The price volatilities of the commodities expose commodity trading companies to the risk of big financial losses and force them to combat the risk with a spectrum of hedging strategies. In this paper, we study strategies to reduce shortfall risk in long-term hedging with short-term futures contracts. Our main contribution to the literature is extending Glasserman’s model (2001) to a two-commodity scenario and providing numerical solutions for risk analysis across alternative hedging strategies to minimize either running risk or average risk. In the end, we illustrate a scenario when optimal average risk is superior to optimal fraction strategy if investors wish to receive large returns at the end of the hedging horizon.","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116159388","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"WORKS CITED","authors":"","doi":"10.2307/j.ctv1htpfdn.20","DOIUrl":"https://doi.org/10.2307/j.ctv1htpfdn.20","url":null,"abstract":"","PeriodicalId":123361,"journal":{"name":"At the Corner of a Dream","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124168450","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：