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The Costs and Benefits of Reinsurance [PDF]
SSRN Electronic Journal, 2008 Purchasing reinsurance reduces insurers’ insolvency risk by stabilising loss experience, increasing capacity, limiting liability on specific risks and/or protecting against catastrophes. Consequently, purchasing reinsurance should reduce capital costs. However, transferring risk to reinsurers is expensive.
J. David Cummins +3 more
core +6 more sources
Robust optimal investment-reinsurance strategies with the preferred reinsurance level of reinsurer
AIMS Mathematics, 2022 This paper investigates robust equilibrium investment-reinsurance strategy for a mean variance insurer. With a larger market share, a reinsurer has a greater say in negotiating reinsurance contracts and makes the decision to propose the preferred level ...
Wanlu Zhang, Hui Meng
doaj +2 more sources
Comparative safety performance of autonomous- and human drivers: A real-world case study of the Waymo Driver [PDF]
HeliyonAfter several years of public road testing, the commercial deployment of fully autonomous vehicles—or Automated Driving Systems (ADS)—is poised to scale substantially following significant technological advancements and recent regulatory approvals ...
Luigi Di Lillo +5 more
doaj +2 more sources
Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model. [PDF]
PLoS ONEThis paper investigates the optimal robust equilibrium investment and reinsurance strategy in a model with common shock dependent claims for an ambiguity-averse insurer (AAI). Suppose that the insurance company can purchase proportional reinsurance whose
Lu Li, Zhijian Qiu
doaj +2 more sources
Optimal reinsurance designs based on risk measures: a review
Statistical Theory and Related Fields, 2020 Reinsurance is an effective way for an insurance company to control its risk. How to design an optimal reinsurance contract is not only a key topic in actuarial science, but also an interesting research question in mathematics and statistics.
Jun Cai, Yichun Chi
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Reinsurance and Sustainability: Evidence from International Insurers
Journal of Applied Finance & Banking, 2023 Reinsurance is an integral transaction to the insurance business and carries real economic consequences. While the previous literature on risk management has examined the effects from reinsurance, in more recent years there is a growing interest on the ...
S. Bressan
semanticscholar +1 more source
Optimal reinsurance: a reinsurer’s perspective [PDF]
Annals of Actuarial Science, 2017 AbstractIn this paper, the optimal safety loading that the reinsurer should set in the reinsurance pricing is studied, which is novel in the literature. It is first assumed that the insurer will choose the form of the reinsurance contract by following the results derived in Cai et al.
Huang, Fei, Yu, Honglin
openaire +2 more sources
Juridical Review of Foreign Investment Opportunities in Reinsurance Business in Indonesia
Al-Manhaj, 2023 This study aims to conduct a juridical review of foreign investment opportunities in the reinsurance business in Indonesia. Reinsurance is a type of insurance that is carried out by insurance companies to protect themselves from risks of significant ...
Kamilul Ihsan
doaj +1 more source