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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 +3 more
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Robust optimal investment-reinsurance strategies with the preferred reinsurance level of reinsurer
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
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Juridical Review of Foreign Investment Opportunities in Reinsurance Business in Indonesia
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
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Optimal reinsurance: a reinsurer’s perspective [PDF]
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
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Optimal reinsurance for both an insurer and a reinsurer under general premium principles
A reinsurance contract should consider the conflicting interests of the insurer and the reinsurer. An optimal reinsurance contract for one party may not be optimal for another party and it might be unacceptable for another party. Therefore, in this paper,
Ying Fang, Guo Cheng, Zhongfeng Qu
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AbstractThe reinsurance market is the secondary market for insurance risks. It has a very specific organization. Direct insurers rarely trade risks with each other. Rather, they cede part of their primary risks to specialized professional reinsurers who have no primary business.
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REINSURANCE SERVICE AND ITS ECONOMIC NATURE
At the reinsurance market the object of purchase and sale is a specific product - a reinsurance service. According to several scientists' researches, the definition of a reinsurance service is clarified as a specific service in the form of selling ...
К. Tretiak
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REINSURANCE MARKET UNDER THE GLOBAL RECESSION
In the article the reinsurance market during the global recession. Reinsurance market and its place in the global insurance space were studied. The nature of reinsurance market and peculiarities of its development were considered.
O. Prokofjeva
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CCR, a French reinsurance company mostly involved in natural disasters coverage in France, has been developing tools for the estimation of its exposure to climatic risks for many years. Both a flood and a drought models were developed and calibrated on a
Tinard Pierre +5 more
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