カタストロフィ・モデリングとは?
カタストロフィ・モデリング Catastrophe Modeling is the use of advanced statistical and computational methods to estimate the potential financial impact of catastrophic events on insurance portfolios.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “カタストロフィ・モデリング” Used in Practice?
カタストロフィ・モデリングは、保険会社や再保険会社がまれだが重大な自然災害に対するリスク曝露を定量化し、再保険プログラムを最適化するのに役立ちます。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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カタストロフィ・モデリングとは?
Catastrophe Modeling is the use of advanced statistical and computational methods to estimate the potential financial impact of catastrophic events on insurance portfolios.
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