Can We Hedge an Investment Against A Potential Unexpected Environmental Disaster? [PDF]
Halkos G, Zisiadou A.
europepmc +1 more source
Predicting financial losses due to apartment construction accidents utilizing deep learning techniques. [PDF]
Kim JM, Bae J, Park H, Yum SG.
europepmc +1 more source
Disaster Insurance or a Disastrous Insturance - Natural Disaster Insurance in France [PDF]
We model natural disaster insurance in France. We explicitly take into account the main institutional features of the system, such as the uniform premium rate in both high and low risk regions and the existence of a state reinsurance company.
Mario Jametti +1 more
core
Attitudes towards Future Unemployment and European Cooperation to Reduce Unemployment among 8th Graders in EU/European Countries. [PDF]
Trunk A +2 more
europepmc +1 more source
A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market [PDF]
This paper presents a dynamic model of the reinsurance market for catastrophe risks. The model is based on the classical capacity-constraint assumption.
Bibas, Ruben +2 more
core
Most insurance companies deal with reinsurance. One of the problems they have to solve is: What reinsurance treaty is optimal for their company? Optimal reinsurance for large portfolios has, during the past decades, been given much more attention in the academic world than individual claims have.
openaire +1 more source
Reinsurance-investment game between two α-maxmin mean-variance insurers. [PDF]
Zhang Q, Zhou G, Fu J.
europepmc +1 more source
STRUCTURING INSTITUTIONS TO SHARE LOCAL WEATHER RISK GLOBALLY [PDF]
This paper envisions the national weather index as an efficient instrument to hedge the agricultural risk. The theoretical framework is established based on the partition of risk and the cost minimization.
Hao, Jianqiang, Skees, Jerry R.
core +1 more source
Tight Bounds for Joint Distribution Functions of Order Statistics Under <i>k</i>-Independence. [PDF]
Okolewski A, Blazejczyk-Okolewska B.
europepmc +1 more source
The Effect of a Threshold Proportional Reinsurance Strategy on Ruin Probabilities [PDF]
In the context of a compound Poisson risk model, we define a threshold proportional reinsurance strategy: A retention level k1 is applied whenever the reserves are less than a determinate threshold b, and a retention level k2 is applied in the other case.
Anna Castaner +2 more
core +1 more source

