Research Reports

Research Reports

Projects funded by SCOR Foundation

Body

The following various disciplines are represented:

  • Demographics
  • Health & Long-Term Care
  • Natural Events
  • Environment & Biodiversity
  • Economy & Finance
  • Actuarial
  • Risk Management
  • Risk Cover

Reports Actuarial

  • "Rapport pédagogique & scientifique" [FR]  | 09.2018 | 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 Economy & Finance

  • "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

  • "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

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

Reports Natural Events

  • "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" [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

  • "Assessing the Feasibility and Development of a Forage Insurance Plan using Satellite-Derived Biophysical Parameters with a Focus on the Provinces of Alberta and Saskatchewan, Canada" [EN] | 03.2018 | Authors: C. Brock Porth, L. Porth, M. Boyd, Ken Seng Tan, Wenjun Zhu |
    The overall objective of the research was to develop improved index-based forage insurance products for the Provinces of Alberta and Saskatchewan, to address the current low demand for forage insurance and improve producer risk management. The results of this research show that there are strong correlations in the satellite-based indices compared to the ground truth forage yield data in both Alberta and Saskatchewan. 
     
  • "Reinsurance demand and liquidity creation: A search for bi-causality" [EN] | 06.2020 | 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.