The conception of the SCOR Chair "Risk Markets and Value Creation" in 2008 was an outcome of the reflection process of the board of directors at SCOR. It has allowed TSE researchers to focus their research essentially on two themes: regulation of insurance markets and risk management. The aim of the chair is to support the theoretical and applied research on these two topics with the willingness to combine methodologies from financial economics, industrial organization and econometrics.
Research topics :
- Risk-sharing market mechanisms: regulation, liquidity and solvency.
- Attitude to risk: ambiguity, psychological bias
- Econometrics: quantification of extreme risks, interdependence