Results 71 to 80 of about 11,053 (219)
CRITERIA FOR SELECTION OF THE REINSURANCE COVERAGE FOR EXCESS OF LOSS TREATY
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2014 Optimal reinsurance coverage, selected by the cedent, influenced by a number of internal, external, objective and subjective factors. Their accounting or ignoring depends on the individual conditions of the insurer, knowledge of the specific risk ...
V. Veretnov
doaj +1 more source
Nash equilibria in optimal reinsurance bargaining
Insurance: Mathematics and Economics, 2020 22 pages, 3 ...
Michail Anthropelos, Tim J. Boonen
openaire +4 more sources
TCFD Compliance and Decarbonization Practices: Evidence From Taiwan's Financial Institutions
Corporate Social Responsibility and Environmental Management, Volume 33, Issue 2, Page 2737-2758, March 2026.ABSTRACT Using Taiwan's unique Task Force on Climate‐Related Financial Disclosures (TCFD) compliance dataset on 80 financial institutions compiled based on a content analysis methodology, we find that financial firms' extent of decarbonization practices positively affects TCFD compliance, suggesting that firms with more substantive decarbonization ...
Ching‐Yuan Hsiao, Yung‐Ming Shiu
wiley +1 more source
Insurance with multiple insurers: A game-theoretic approach [PDF]
, 2017 This paper studies the set of Pareto optimal insurance contracts and the core of an insurance game. Our setting allows multiple insurers with translation invariant preferences.
Asimit, A.V., Boonen, T. J.
core +1 more source
Market Insurance and Risk Pooling in U.S. Crop Insurance
Agricultural Economics, Volume 57, Issue 2, March 2026.ABSTRACT A common assumption is that multiple‐peril crop insurance markets suffer from market failures, thus justifying government intervention in the form of premium subsidies, operating allowances, and reinsurance agreements. One prominent rationale for intervention involves geographic correlation in agricultural production which leads to systemic ...
Fan Fan +3 more
wiley +1 more source
Reduced Future Summer Water Availability in the Tien Shan Due To Glacier Wastage
Water Resources Research, Volume 62, Issue 2, February 2026.Abstract Glaciers in the Tien Shan mountains of Central Asia are a crucial source of freshwater for agriculture and local communities, sustaining over 100 million people in the region. Here, we project future water availability for this region by dynamically modeling the evolution of all glaciers and merging their runoff with hydrological runoff ...
Lander Van Tricht +9 more
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Optimal Reinsurance-Investment Problem for an Insurer and a Reinsurer with Jump-Diffusion Process
Discrete Dynamics in Nature and Society, 2018 The optimal reinsurance-investment strategies considering the interests of both the insurer and reinsurer are investigated. The surplus process is assumed to follow a jump-diffusion process and the insurer is permitted to purchase proportional ...
Hanlei Hu, Zheng Yin, Xiujuan Gao
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Environmetrics, Volume 37, Issue 1, January 2026.ABSTRACT Compound events (CEs), commonly defined as the “combination of multiple drivers and/or hazards that contributes to societal or environmental risk”, often result in amplified impacts compared to individual hazards. In order to estimate the return period of bivariate CEs, a novel nonparametric approach employing bivariate Generalized Pareto ...
Grégoire Jacquemin +3 more
wiley +1 more source
Mathematics, 2020 This paper studies the time-consistent optimal investment and reinsurance problem for mean-variance insurers when considering both stochastic interest rate and stochastic volatility in the financial market.
Jiaqi Zhu, Shenghong Li
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Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
Mathematical Finance, Volume 36, Issue 1, Page 3-19, January 2026.ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
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