Research Reports

Research Reports

Projects funded by SCOR Foundation

Body

The following various disciplines are represented:

  • Actuarial
  • Demographics
  • Economy & Finance
  • Environment & Biodiversity
    • Climate change
    • Others
  • Health & Long-Term Care
    • Pandemics
    • Others
  • Natural Events
    • Wind
    • Earthquakes & Volcanoes
  • Risk Cover
  • Risk Management
     

Reports Actuarial

 

     The Development of Actuarial Science in Tunisia (2018-2022)

  • "Rapport pédagogique & scientifique" [FR]  | 06.2021 | 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

 

     Coherent mortality forecasts by cause of death and disability level (2020-2022)

     Risks of death at extreme old ages (2016-2020)

  • "Risks of death at extreme old ages" - 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.
     

     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 (2017 - 2023)

  • "Intermediation and Voluntary Exposure to Counterparty Risk" [EN] | 10.2017 | 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.
     

Reports Environment & Biodiversity
 

     SCOR-MNHN Chair, a research chair in Biodiversity and (Re)Insurance (2019-2021)

  • "Biodiversity and Re/Insurance: An Ecosystem at Risk” [EN] | 04.2021 | 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.
     

Reports Health & Long-Term Care
 

...Pandemics

     A One Health Study of Monkeypox: Human Infection, Animal Reservoir, Disease Ecology, and Diagnostic Tools (2020-2024)

  • "Monkeypox Outbreak" (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

     Monogenic basis of resistance to SARS-CoV2 and predisposition to severe COVID-19 (2020-2023)

  • "Covid-19: First Research Results" [EN] | 2020 | Authors: Jean-Laurent Casanova, Laurent Abel |
    Research by the Franco-U.S. team led jointly by Jean-Laurent Casanova and Laurent Abel and supported financially by the SCOR Corporate Foundation for Science could help to identify people at risk of developing a severe form of Covid-19, and thus to provide better care for this patient population.
     

...Others

     POSEIDON Project on Alzheimer’s disease (2013-2022)

  • "POSEIDON Project 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" [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.
     

     Tuberculosis (2018-2021)


Reports Natural Events
 

     Social Media, Citizen Seismology and Reducing Earthquake Risk (2020-2022)

  • "2nd Activity Report of the EMSC" [EN] | 04.2022 | 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" [EN] | 07.2019 | 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.
     

     Global Earthquake Forecasting System, GEFS (2015-2018)

  • "Global Earthquake Forecasting System" [EN] | 10.2017 | 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 Risk Cover


     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" [EN] | 05.2022 | 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.” .
     

     Reinsurance demand and liquidity creation (2014-2022)

  • "The demand for reinsurance" [EN] | 01.2022 | 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.
     

     Satellite-based Forage Insurance (2016-2018)