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Modelling of the impact of physical and transition risk on insurance company solvency

An R&D programme conducted in partnership with Paris-Saclay University and ESSEC Business School.


In the face of climate disruption, insurers need to know exactly what weather-related disasters (e.g. drought, hurricanes) they will have to deal with in order to anticipate the costs and consequences for their business.


This R&D programme aims to better identify the cost of extreme weather risks in order to anticipate the impact of these risks on the premiums paid by policyholders and calculate the provisions to be set aside by insurers.


The aim of the research programme is to use the data collected to propose a mathematical model to better estimate the costs to insurance companies of extreme losses.
We can thus integrate physical and transition risk into the models used to assess financial risks in the risk, solvency, and pricing profiles of insurers.


Non-life insurance companies.


Samira Aka (Ph.D. researcher)

Samira Aka (Ph.D. researcher)

Samira holds a Master’s degree in Actuarial Science from the University of Paris Dauphine-PSL and is an associate member of the Institut des Actuaires de France. Her research interests are extreme value theory, the study of transition scenarios and insurability. The theme of her thesis is ‘Insurability and extreme climate risks’. The aim of this thesis is to guarantee the insurability of goods by enabling insurers to accurately measure risks in the context of climate change.

  • Mémoire Institut des Actuaires : Impacts d’un déplafonnement de la capacité d’absorption des pertes par les impôts différés
  • Note: Assurabilité des risques climatiques extrêmes
  • Focus: Comment avoir le meilleur tarif permettant à la fois aux assureurs de couvrir leur risque et d’avoir la plus grande couverture du territoire dans le cadre de l’assurance paramétrique ?
  • Focus: Comment mieux prendre en compte le risque de marché causé par les catastrophes naturelles dans les modèles assurantiels ?


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