Results 61 to 70 of about 11,053 (219)

Welfare consequences of the compound risks of index insurance

Journal of Risk and Insurance, EarlyView.
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison, Jimmy Martí­nez‐Correa, Karlijn Morsink, Jia Min Ng, J. Todd Swarthout   +4 more
wiley   +1 more source

Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with Delay and Dependent Risks

Discrete Dynamics in Nature and Society, 2019
This paper investigates a robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks for an ambiguity-averse insurer (AAI). The AAI’s wealth process is assumed to be two dependent classes of insurance business. He/she
Yan Zhang, Peibiao Zhao
doaj   +1 more source

Time-consistent investment and reinsurance strategies for insurers under multi-period mean-variance formulation with generalized correlated returns

Journal of Management Science and Engineering, 2019
The existing literature on investment and reinsurance is limited to the study of continuous-time problems, while discrete-time problems are always ignored by researchers.
Zhongbao Zhou, Tiantian Ren, Helu Xiao, Wenbin Liu   +3 more
doaj   +1 more source

A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts [PDF]

, 2009
In this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim’s arrival time, claim’s
Aase, Centeno, Centeno, Centeno, Centeno, Centeno, Cinlar, Daley, Dickson, Dickson, Fabio Spizzichino, Grandell, Hipp, Hurlimann, Hurlimann, Joe, Kaluszka, Rachele Foschi, Renyi, Roy Cerqueti, Schmidli, Schmidli, Schmitter, Schmitter, Stoyan, Suijs, Taksar, Verlaak   +27 more
core   +1 more source

Taking Eco‐Social Risks Seriously: Explaining the Introduction of Compulsory Insurance for Natural Hazards

Regulation &Governance, EarlyView.
ABSTRACT Given the ongoing climate crisis, the frequency and severity of natural disasters are increasing. These events result in enormous reconstruction costs, pose a high burden on state budgets, and potentially drive homeowners into private insolvency.
Anne‐Marie Parth
wiley   +1 more source

Excess of loss reinsurance under joint survival optimality [PDF]

, 2005
Explicit expressions for the probability of joint survival up to time x of the cedent and the reinsurer, under an excess of loss reinsurance contract with a limiting and a retention level are obtained, under the reasonably general assumptions of any non ...
Aase, Appell, Centeno, Centeno, Cherubini, Dickson, Dickson, Dimitrina S. Dimitrova, Frees, Ignatov, Ignatov, Joe, Karlin, Kaz’min, Patton, Schmidli, Suijs, Taksar, Vladimir K. Kaishev, Wang   +19 more
core   +1 more source

Optimal Reinsurance via Dirac-Feynman Approach [PDF]

Methodology and Computing in Applied Probability, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tamturk, Muhsin, Utev, Sergey
openaire   +3 more sources

Compound North American Cold and European Wind Extremes in ERA5 and CMIP6 Historical and Future Simulations. Part 2: Dynamical Pathways

Journal of Geophysical Research: Atmospheres, Volume 131, Issue 6, 28 March 2026.
Abstract Wintertime North American cold spells often co‐occur with European wind extremes, forming so‐called pan‐Atlantic extremes. In Part 1 of this paper, we identified regionally varying relationships between the two sets of extremes in ERA5 reanalysis data.
Richard Leeding, Gabriele Messori
wiley   +1 more source

PENGUKURAN RISIKO PADA RETENSI OPTIMAL UNTUK REASURANSI STOP LOSS DENGAN VALUE AT RISK

Media Statistika, 2011
Reinsurance is an effective risk management tool for an insurer to minimize the risk of loss. Optimization criteria is based in a minimum VaR of the total risk of in insurer, to derive the optimal retention in stop loss reinsurance. The resulting optimal
Agustina Sunarwatiningsih, Yuciana Wilandari, Agus Rusgiyono   +2 more
doaj   +1 more source

Optimal dividends for a NatCat insurer in the presence of a climate tipping point

Canadian Journal of Statistics, Volume 54, Issue 1, March 2026.
Abstract We study optimal dividend strategies for an insurance company facing natural catastrophe claims, anticipating the arrival of a climate tipping point after which the claim intensity and/or the claim size distribution of the underlying risks deteriorates irreversibly.
Hansjörg Albrecher, Pablo Azcue, Nora Muler   +2 more
wiley   +1 more source