The focus is on new mechanisms for investment risk sharing between customers, and between customers and the insurance company. Research in this area is becoming increasingly important as more individuals must provide for their own retirement without the security of an employer-backed pension promise.
This project will involve stochastic models for financial markets, stochastic optimization techniques and application of economic theory on inter-generational risk sharing.
|ARC scholar:||Zhaoxun (William) Mei|
|University:||Heriot Watt University|
|Period of research:||May 2015 – September 2018|
|Academic supervisors:||Catherine Donnelly, Andrew Cairns|
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