Results 41 to 50 of about 11,053 (219)
Optimal Reinsurance Under General Law-Invariant Convex Risk Measure and TVaR Premium Principle
Risks, 2016 In this paper, we study the optimal reinsurance problem where risks of the insurer are measured by general law-invariant risk measures and premiums are calculated under the TVaR premium principle, which extends the work of the expected premium principle.
Mi Chen, Wenyuan Wang, Ruixing Ming
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Optimal dividend and reinsurance in the presence of two reinsurers [PDF]
, 2016 In this paper the optimal dividend (subject to transaction costs) and reinsurance (with two reinsurers) problem is studied in the limit diffusion setting.
Chen, M, Yuen, KC
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Distributionally Robust Reinsurance with Glue Value-at-Risk and Expected Value Premium
Mathematics, 2023 In this paper, we explore a distributionally robust reinsurance problem that incorporates the concepts of Glue Value-at-Risk and the expected value premium principle.
Wenhua Lv, Linxiao Wei
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The Pareto-Optimal Stop-Loss Reinsurance
Mathematical Problems in Engineering, 2021 Reinsurance plays a role of a stabilizer of the insurance industry and can be an effective tool to reduce the risk for the insurer. This paper aims to provide the optimal reinsurance design associated with the stop-loss reinsurance under the criterion of value-at-risk (VaR) risk measure.
Haiyan You, Xiaoqing Zhou
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Minimal Cost of a Brownian Risk without Ruin
, 2011 In this paper, we study a risk process modeled by a Brownian motion with drift (the diffusion approximation model). The insurance entity can purchase reinsurance to lower its risk and receive cash injections at discrete times to avoid ruin.
Luo, Shangzhen, Taksar, Michael
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Risks, 2021 In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties.
Khreshna Syuhada, Arief Hakim, Suci Sari
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Distribution channels of insurance and reinsurance services [PDF]
Marketing (Beograd. 1991), 2007 Insurance and reinsurance industry is famous for its traditionalism, that is uninventiveness and neglecting of marketing as business concept and function and by doing so, neglecting opportunities for optimal combination of different distribution channels.
Njegomir Vladimir
doaj
Drivers of Nature‐Related Investment Strategies Among Institutional Investors
Business Strategy and the Environment, EarlyView.ABSTRACT Institutional investors are increasingly responding to biodiversity loss through nature‐related investment strategies. Using survey data from 557 institutional investors, this study examines the drivers of strategy selection and how biodiversity risk is integrated across investor types, sizes, and regions.
Emma Olofsson
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Optimal reinsurance and investment for an insurer with the jump diffusion risk model in A-C case
Systems Science & Control Engineering, 2019 In this paper, we study the optimal reinsurance and investment problem for a class of jump-diffusion model, where the diffusion term represents the additional claims (i.e. A-C case). The insurer can purchase proportional reinsurance while allowing she/he
Dengfeng Xia, Weijie Yuan, Weiyin Fei
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A BSDE-based approach for the optimal reinsurance problem under partial information
, 2020 We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process.
Brachetta, Matteo, Ceci, Claudia
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