AS Lab

• Development of Insurance Pricing Models:
  • Building pricing models for life, non-life, and health insurance.
  • Applying Machine Learning (ML) and AI to enhance insurance pricing.
  • Analyzing economic factors affecting premium rates.
  • Statistics methods for Frequency-Severity model.
• Risk Management and Insurance Finance:
  • Developing loss modeling using Extreme Value Theory (EVT).
  • Applying Value at Risk (VaR) and Conditional Value at Risk (CVaR) in risk control.
  • Evaluating the impact of climate change on catastrophe insurance.
• Big Data and AI Applications in Insurance:
  • Deep fraud detection systems.
  • Developing and evaluating deep learning frameworks for enhanced claim loss prediction
• Pricing Financial Derivatives and Insurance Investments:
  • Developing option pricing models for unit-linked insurance products.
  • Applying Black-Scholes and Monte Carlo simulations in investment portfolio management.
  • Analyzing the effects of financial market volatility on insurance firms.
  • Term Structure Model
• Mathematical, Statistical, and Computational Methods in Insurance:
  • Using Markov models and time series analysis for insurance trend forecasting.
  • Applying Bayesian Statistics in insurance data analysis.
  • Developing optimization algorithms for insurance risk portfolios.
  • Copula and related topics
  • Generative modeling for insurance.
  • Computational methods in probability and statistics

Tại đây, chúng tôi chia sẻ danh mục các tạp chí/hội thảo hàng đầu trong lĩnh vực mà Lab chúng tôi hoạt động và là mục tiêu của các sản phẩm nghiên cứu của Lab. Danh sách này được phân thành ba mức: Tier 1 (mức cao nhất), Tier 2, và Tier 3, dựa trên đánh giá của chúng tôi về chất lượng của các tạp chí.