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Optimal investment and risk control policies for an insurer in an incomplete market

Optimization, 2019
In this paper, we apply the martingale approach to investigate the optimal investment and risk control problem for an insurer in an incomplete market. The claim risk of per policy is characterized by a compound Poisson process with drift, and the insurer
Jieming Zhou   +4 more
semanticscholar   +1 more source

The Role of Insurability and Insurance [PDF]

open access: possibleThe Geneva Papers on Risk and Insurance - Issues and Practice, 2003
This is one of the key questions studied in the INTEREST project, which is presented in one of the contributions to this edition of The Geneva Papers. 1 The concept of the "insurability of risks" can be defined as the "natural borderline" between the market economy and nation states: risks that can be insured need not be legislated; uninsurable risks ...
openaire   +1 more source

Choice of insurer for basic health insurance restricted by supplementary insurance

The European Journal of Health Economics, 2013
Choice of insurer is an essential precondition for efficiency in healthcare systems based on regulated competition. However, supplementary insurance (SI) may restrict choice of insurer for basic health insurance (BI) due to a joint purchase of BI and SI. Roos and Schut (Eur J Health Econ 13(1):51-62, 2012) found that the belief in not being accepted by
Duijmelinck, DMID, van de Ven, Wynand
openaire   +2 more sources

Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay

Methodology and Computing in Applied Probability, 2021
Lu Yang, Chengke Zhang, Huainian Zhu
semanticscholar   +1 more source

EFFICIENCY OF THE INSURANCE ACTIVITY: INSURER VS INSURED [PDF]

open access: possibleAnnals of Computational Economics, 2013
Efficiency analysis is a complex issue, with specific particularities related to the insurance business, and in the present paper will be treated two aspects: efficiency analysis in case of insurer and efficiency analysis in case of insured. In assessing performances of an insurance company should consider the financial results, the ratio between the ...
openaire  

Insurance and Insurability for Mental Health Services

1980
Since 1950, health care expenditures in the United States have risen astonishingly, from 6.4 percent to about 8 percent of the gross national product. Expenditures for mental health services (including prepayment through insurance) come to roughly 15 percent of the total spent for health care, and have shown comparable increases.
T J, Carr, S S, Sharfstein
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Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer

Communications in Statistics - Theory and Methods, 2022
Hui Zhao, Danping Li, Danping Li
exaly  

Insurance

Proceedings of the 1970 25th annual conference on Computers and crisis how computers are shaping our future - ACM '70, 1970
openaire   +1 more source

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