Year Established: 2011
Host Institution: Nanyang Technological University (Singapore)
In partnership with global reinsurer SCOR, the Centre sponsors and directs primary research on insurance and related risk research in Asia Pacific; engages in industry collaborations and seminars to provide a critical foundation for knowledge creation and support the growing role of the insurance industry in the economic development of the region.
Areas of Research: Cyber risks; data and statistics (Chinese and Indian markets); mortality and longevity risks; catastrophes
Other Activities: Insurance Risk Research Conference (2012-2014); Insurance Risk & Finance Research Conference (2015)
Recent Publications:
• The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Announcements, Journal of Financial Economics (forthcoming).
• A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages, North American Actuarial Journal 18: 242-257.
• The CBD Mortality Indexes: Modelling and Applications, North American Actuarial Journal 18: 38-58.
• Large Commercial Risks in Insurance: An Asia-Pacific Perspective and Dataset, Asia Insurance Review (September 215).
• Large Commercial Exposures and Tail Risk: Evidence from the Asia-Pacific P&C Insurance Market (2015).
Contact Person: Shaun Wang, Executive Director, vdesouza@ntu.edu.sg
Host Institution: Nanyang Technological University (Singapore)
In partnership with global reinsurer SCOR, the Centre sponsors and directs primary research on insurance and related risk research in Asia Pacific; engages in industry collaborations and seminars to provide a critical foundation for knowledge creation and support the growing role of the insurance industry in the economic development of the region.
Areas of Research: Cyber risks; data and statistics (Chinese and Indian markets); mortality and longevity risks; catastrophes
Other Activities: Insurance Risk Research Conference (2012-2014); Insurance Risk & Finance Research Conference (2015)
Recent Publications:
• The Adverse Effects of Systematic Leakage Ahead of Official Sovereign Debt Rating Announcements, Journal of Financial Economics (forthcoming).
• A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages, North American Actuarial Journal 18: 242-257.
• The CBD Mortality Indexes: Modelling and Applications, North American Actuarial Journal 18: 38-58.
• Large Commercial Risks in Insurance: An Asia-Pacific Perspective and Dataset, Asia Insurance Review (September 215).
• Large Commercial Exposures and Tail Risk: Evidence from the Asia-Pacific P&C Insurance Market (2015).
Contact Person: Shaun Wang, Executive Director, vdesouza@ntu.edu.sg