Research Reports

Research Reports

Projects funded by SCOR Foundation

Research ReportsThe following various disciplines are represented:

 

 

Reports

Actuarial

Research project: The Development of Actuarial Science in Tunisia
  • "Rapport pédagogique & scientifique" - Activity Report
    | [FR]  | June 2021 | Author: Dauphine Tunis - PSL |
    Financed by the SCOR Foundation, the project is designed to develop training and research in Tunisia, with a view to creating an actuarial community that meets international requirements. 

 

Reports

Demographics

Research project:  Coherent mortality forecasts by cause of death and disability level (2020-2022)
  • "Modelling and forecasting healthy life expectancy. A Compositional Data Analysis approach" - Presentation
    | [EN] | 2022 | Authors: Marie–Pier Bergeron–Boucher, Cosmo Strozza, Violetta Simonacci and Jim Oeppen | 
    Presentation, European Population Conference, Groningen, the Netherlands (July, 2).
     
  • "Modelling and forecasting healthy life expectancy. A Compositional Data Analysis approach" – Presentation
    | [EN] | 2022 | Author: Marie-Pier Bergeron-Boucher |
    Will the extra years of life gained by the increase in life expectancy be lived in good or bad health? As forecasts support social, economic and medical decisions, as well as individuals' choices, there is a clear rationale for forecasting healthy life expectancy. However, only a limited number of models are available to forecast healthy life expectancy. Some require separate forecasts of transition rates for mortality within different health statuses, and of the incidence rate.
     
  • "Mortality forecasts by age and cause of death - How to forecast both components coherently" – Presentation
    | [EN] | 2020 | Author: Marie-Pier Bergeron-Boucher |
    Mortality forecasts by age and cause of death are important for more efficient spending on, for example, health care and medical technology. However, there is a reluctance in including the cause of death dimension to the forecast, as forecasts by cause are confronted with many methodological problems. While some of these problems have been addressed in the last two decades, an important remaining issue with forecasts by cause is their inconsistence with all-causes forecasts.
Research project: Risks of death at extreme old ages (2016-2020)
  • "Risk of death at oldest ages" - Presentation
    | [EN] | 2022 | Author: Linh Hoang Khanh Dang |
    An online conference-debate « Risks of death at extreme old ages” has been organized by the SCOR Foundation for Science, on Wednesday, September 28, 2022, with Linh DANG, who received her PhD in Demography at University of Paris Nanterre in 2022. The conference has focused on the mains results obtained from the research project of “Risks of death at extreme old ages”, that points to a deceleration of mortality at very old ages.
     
  • "Risques de décès aux âges extrêmes de la vie" - Final Report
    | [FR] | 2021 | Author: Linh Hoang Khanh Dang |
    "Risques de décès aux âges extrêmes de la vie" - Several international studies have been conducted recently on mortality after the age of 110 (Maier et al., 2010). Nevertheless, many uncertainties remain. The objective of this research project was to estimate the risks of death beyond the age of 90.
Research project: Modelling and forecasting age-specific death rates at older ages (2016-2018)
  • "Modelling and Forecasting Mortality" - Final Report
    | [EN] | 2018 | Author: Marius D. Pascariu |
    The project was aimed at understanding and modelling mortality evolution using mathematical/demographic models. For the world as a whole, life expectancy has more than doubled over the past two centuries. This transformation of the duration of life has greatly enhanced the quantity and quality of people’s lives. It has fueled an enormous increase in economic output and in population size, including an upsurge in the number of elderly.

 

Reports

 Economy & Finance

SCOR-PSE Chair - a research chair in Macroeconomic Risk (since 2017)
  • "Rapport d'activité 2022" - Activity Report
    | [FR] | 2022 |
    La Chaire Risque macroéconomique est une initiative née du souhait de la Fondation d’entreprise SCOR pour la Science et de Paris School of Economics, de promouvoir le développement et la diffusion de la recherche sur un ensemble de thèmes liés à la problématique du risque macro- économique, et représentant un intérêt commun pour ces deux entités. [...]
     
  • "Intermediation and Voluntary Exposure to Counterparty Risk" - Article
    | [EN] | October 2017 | Author: Maryam Farboodi |
    During the 2019 Young Researcher Award, the selection committee headed by Gilles Saint-Paul, scientific director of the SCOR-PSE Chair, awarded the 2019 prize to Maryam Farboodi, Assistant Professor of Finance at the MIT Sloan School of Management for her paper titled “International and Voluntary Exposure to Counterparty Risk”. In this paper, Maryam develops a model of the financial sector in which endogenous intermediation among debt-financed banks generates excessive systemic risk.

     Click here for more information about PSE-Chair.
 

SCOR-TSE Chair - a research chair in Risk Markets & Value Creation (since 2017)
  • "Activity Report 2022" - Activity Report
    | [EN] | 2022 |
    Since 2008, the SCOR "Risk Markets and Value Creation" Chair has supported theoretical and applied research at TSE on regulation of insurance markets and risk management, combining methods from financial economics, industrial organization and econometrics [...]

     Click here for more information about TSE-Chair.
 

Reports

 Natural Events & Environment

Research project: Social Media, Citizen Seismology and Reducing Earthquake Risk (2020-2023)
  • “How Citizen Seismology Contributes to Risk Reduction” - Presentation (Online Conference)
    | [EN] | 2023 | Author: Rémy Bossu |
     
  • "Final Report of the EMSC" - Final Report
    | [EN] | 2023 | Author: Rémy Bossu (on behalf of EMSC Team) |
     
  • "2nd Activity Report of the EMSC" - Activity Report
    | [EN] | 2022 | Author: Rémy Bossu (on behalf of the EMSC Team) |
    Social media is leveraged in research conducted by the European-Mediterranean Seismological Centre’s Dr. Rémy Bossu, in Bruyères le Châtel, France. “OMG earthquake!” - Such messages appear on Twitter within seconds of earthquakes felt in California. This illustrates how social media and smartphones have penetrated every aspect of our lives and how they have turned the Internet into the digital nervous system of our planet!
     
  • "Evaluation of macroseismic intensity, strong ground motion pattern and fault model of the 19 July 2019 Mw5.1 earthquake west of Athens" - Article
    | [EN] | July 2019 | Authors: V. Kouskouna, A. Ganas, M. Kleanthi, I. Kassaras, N. Sakellariou, G. Sakkas, S. Valkaniotis, E. Manousou, G. Bozionelos, V. Tsironi, I. Karamitros, N. Tavoularis, Ch. Papaioannou, R. Bossu |
    By providing a wealth of data, a moderate earthquake that occurred near Athens, Greece on July 19, 2019, illustrates how crowdsourced data from EMSC can complement data from seismological networks to better characterize and map earthquake effects. This original research article presents a joint analysis of the instrumental and macroseismic data collected for this earthquake.
     
SCOR-MNHN Chair, a research chair in Biodiversity and (Re)Insurance (2019-2021)
  • "Biodiversity and Re/Insurance: An Ecosystem at Risk” - Technical Report
    | [EN] | April 2021 | Authors: J. Chandellier and M. Malacain |
    Funded by SCOR, SCOR-MNHN Research Chair in Biodiversity and (Re)Insurance aims to assess the current diversity situation and to study the current and potential interactions between biodiversity and (re)insurance, particularly in terms of damage caused and constraints to be imposed.
Research project: Global Earthquake Forecasting System, GEFS (2015-2018)
  • "Global Earthquake Forecasting System" - Final Report
    | [EN] | October 2017 | Authors: F. Freund - Y. Kamer - G. Ouillon - A. Rau - D. Sanadgol - J. Scoville - D. Sornette (ETH Zurich and GeoCosmo) |
    The overall objective of the Global Earthquake Forecast System is to provide a reliable, rigorously tested platform to issue earthquake predictions within the few days or weeks before a large event strikes a vulnerable area. It thus requires to simultaneously process a wide range of physical data provided by different sensors embarked on satellites or located on the ground.
     

 

Reports

 Health & Long-Term Care

Research project: A One Health Study of Monkeypox: Human Infection, Animal Reservoir, Disease Ecology, and Diagnostic Tools (2020-2024)
  • "2022 Interim Report" - Presentation
    | [EN] | 2022 | Authors: Manon Curaudeau, Antoine Gessain & Alexandre Hassanin |
    In this report, the researchers provided a complete list of African mammal genera (and species) in which MPXV was previously detected and predicted the geographic distributions of all species of these genera based on museum specimens and an ecological niche modelling (ENM) method. Then, they reconstructed the ecological niche of MPXV using georeferenced data on animal MPXV sequences and human index cases and conducted overlap analyses with the ecological niches inferred for 99 mammal species in order to identify the most probable animal reservoir.
     
  • "Monkeypox Outbreak" – Presentation (Online Conference)
    | [EN] | 2022 | Author: Arnaud Fontanet |
    Several cases of indigenous Monkeypox (MKP) infections have recently been reported in several European countries, including in France. Cases have also been reported in the United States, Canada , Australia and Israel. Suspicious cases are being investigated in many other countries. This is an unusual and pressing phenomenon that rises many key questions… and worries
     
  • "Geonomic history of human monkey pox infections in the Centre African Republic between 2001 and 2018" - Scientific Report
    | [EN] | Scientific Reports 11 : 13085 | 2021 | Authors: Berthet N., Hassanin A., Gessain A. & Nakoune E. |
     
  • "Inferring the ecological niche of bat viruses closely related to SARS-CoV-2 using phylogeographic analyses of Rhinolophus species"- Scientific Report
    | [EN] | Scientific Reports 11, 14276 | 2021 | Authors: Alexandre Hassanin, Vuong Tan Tu, Manon Curaudeau & Gabor Csorba |
     
  • "Monkeypax" - Article
    | [EN] | NEJM N Engl J Med 2022; 387:1783-1793 DOI: 10.1056/NEJMra2208860 | 2022 | Authors: Antoine Gessain, Emmanuel Nakoune & Yazdan Yazdanpanah |
Research project:  Estimating the impact of the COVID-19 pandemic on breast cancer (2022-2024)
  • “Cancer, COVID-19 and Inequalities” - Webinar
    [EN] | November, 2023 | Authors: Ayse Arik and George Streftaris |
    On November 15, 2023, the SCOR Foundation for Science held a webinar titled “Cancer, COVID-19 and Inequalities”, with Ayse Arik and George Streftaris. Ayse Arik is a Research Fellow at Heriot-Watt University, UK. Her recent research focuses on stochastic modelling of morbidity and mortality, pension de-risking, and Markov-type modelling for cancer mortality and relevant insurance pricing [...]
  • "2023 Living to 100 Research Symposium (Conference)" - Presentation
    | [EN] | 2023 | Authors: by Dr. Ayşe Arık (joint work with Andrew Cairns, Erengul Dodd, Angus S. Macdonald, George Streftaris) |
    In this study we investigate the impact of diagnostic delays on breast cancer (BC) mortality, caused by public health measures introduced as a response to the COVID-19 pandemic. We establish a Markov model based on available data and medical literature for women aged 65–89 years. We quantify age-specific, short-term excess deaths, for a period up to 5 years, along with years of life expectancy lost and change in cancer mortality by cancer stage, based on an assumption relating to declines in breast cancer diagnosis amid the pandemic. Our analysis suggests a 5–8% increase in BC deaths of women, with no BC, across different ages.
     
  • "Estimating the impact of the COVID-19 pandemic on breast cancer deaths among older women" - Article
    | [EN] | 2023, February 16 | Authors: Arik, A., Cairns, A. J. G., Dodd, E., Macdonald, A. S. & Streftaris, G. | 
    Research output: Contribution to conference › Paper › peer-review
Research project: Monogenic basis of resistance to SARS-CoV2 and predisposition to severe COVID-19 (2020-2023)
Research project:  POSEIDON Project on Alzheimer’s disease (2013-2022)
  • "POSEIDON Project Final Report" - Report
    | [EN] | 2023 | Author: PR Bruno Dubois, Neurologist |
    The Poseidon (Phoenix) project is a five-year research project on Alzheimer disease (Jan 2018- Dec 2022). This ambitious project was made possible due to a grant from the SCOR Foundation for Science via the Fondation pour la recherche sur Alzheimer to a research team based in Hospital Pitié-Salpêtrière, Paris, France, in collaboration with other international research centers. 
     
  • "POSEIDON Project Report" - Report
    | [EN] | 2022 | Author: Pr. Bruno Dubois, IM2A |
    The research was conducted mainly in Paris with collaborations with other international research centers.  Decades of disappointments in the search for a cure for Alzheimer’s Disease have led the designers of this project to consider that there were far too many shortcuts, oversimplifications and not very well supported assumptions in this field of research. Therefore, is was necessary to generate new scientific data to get a much better knowledge and understanding of the disease.
     
  • "POSEIDON Project on Alzheimer’s disease" - Article
    | [EN]+[FR] | 2021 | Author: PR Bruno Dubois, Neurologist |
    The primary aim of this research program is to identify a precise set of reliable biomarkers (panels) reflecting the underlying pathophysiological pathways from molecular to functional connectivity mechanisms. Such panels provide a systematic and personalized classification of individuals into distinctive biological-functional stages of Alzheimer’s disease (AD), along the continuum.
     
  • “The societal and scientific challenges of Alzheimer’s disease” - Presentation (Online Conference)
    | [EN] | 2023 | Author: Bruno Dubois | 
Research report:  Immunity in Tuberculosis and new immune treatments (2018-2021)

 

Reports

 Risk Cover & Risk Management

Research project: Effects of Climate Risks on Non-Life Insurers' Resilience (2020-2023)
  • "A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses" - Final Report
    | [EN] | 2023 | Authors: G. Dionne, D. Desjardins |
    Cummins, Doherty, and Lo (2002) present a theoretical and empirical analysis of the capacity of the property liability insurance industry in the U.S. to finance catastrophic losses. Estimating capacity from insurers’ financial statement data, they find that the U.S. insurance industry could adequately fund a $100 billion event in 1997. As a matter of comparison, Hurricane Katrina in 2005 cost the insurance industry $40 to $55 billion (2005 dollars). The main objective of this research is to update their study with new data available up to the end of 2020. It shows that the U.S. insurance industry’s capacity to pay catastrophe losses is higher in 2020 than it was in 1997. For example, insurers could pay 98% of a $200 billion loss in 2020 in comparison to 81% in 1997.”
     
Research project: Reinsurance demand and liquidity creation (2014-2022)
  • "The demand for reinsurance" – Final Report
    | [EN] | January 2022 | Authors: D. Desjardins, G. Dionne, N’Golo Koné |
    This report analyzes the relationship between insurers’ liquidity creation and reinsurance demand. The objective was to measure the various risks faced by American Non-Life insurers and infer their demand for reinsurance, considering the risk management alternatives available. Early theoretical contributions on liquidity creation propose that financial institutions enhance economic growth by creating liquidity in the economy.
     
Research project: Satellite-based Forage Insurance (2016-2018)
Research project: Compendium of best practices in Risk Management (2018-2022)
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