컨텐츠 시작
학술대회/행사
초록검색
제출번호(No.) | 0233 |
---|---|
분류(Section) | Special Session |
분과(Session) | (SS-20) Mathematical Finance (SS-20) |
발표시간(Time) | 20th-D-13:00 -- 13:20 |
영문제목 (Title(Eng.)) |
Mathematical analysis of risks in Cheonsei lease deposit insurance financial products |
저자(Author(s)) |
Doobae Jun1 Gyeongsang National University1 |
초록본문(Abstract) | Recently, there has been a rapid increase in claims for lease security deposit loan insurance. Consequently, concerns have arisen about the potential insolvency of institutions handling lease security deposit loan insurance. This serves as evidence that the risks associated with claiming lease security deposit loan insurance are not adequately reflected in the calculation of premiums. Therefore, this study aims to analyze those risks mathematically through combinations of options. This analysis is anticipated to contribute to determining appropriate insurance premium calculations. |
분류기호 (MSC number(s)) |
91B02 |
키워드(Keyword(s)) | Deposit loan insurance, options, mathematical modeling |
강연 형태 (Language of Session (Talk)) |
Korean |