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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
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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
Mathematics, 2019 Most of the existing literature on optimal investment-reinsurance only studies from the perspective of insurers and also treats the investment-reinsurance decision as a continuous process.
Helu Xiao +3 more
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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.
Yichun Chi, Jun Cai
exaly +2 more sources
Optimal Reinsurance with Heterogeneous Reference Probabilities
Risks, 2016 This paper studies the problem of optimal reinsurance contract design. We let the insurer use dual utility, and the premium is an extended Wang’s premium principle.
Tim Boonen, Boonen Tim J
exaly +3 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
Optimal reinsurance with default risk: A reinsurer's perspective
Journal of Industrial & Management Optimization, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Tao +4 more
openaire +2 more sources
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
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Optimal Reinsurance with One Insurer and Multiple Reinsurers [PDF]
SSRN Electronic Journal, 2015 In this paper, we consider a one-period optimal reinsurance design model with n reinsurers and an insurer. For very general preferences of the insurer, we obtain that there exists a very intuitive pricing formula for all reinsurers that use a distortion premium principle.
Boonen, T., Tan, K.S., Zhuang, S.C.
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Optimal dividend and reinsurance in the presence of two reinsurers [PDF]
Journal of Applied Probability, 2016 Abstract In this paper the optimal dividend (subject to transaction costs) and reinsurance (with two reinsurers) problem is studied in the limit diffusion setting. It is assumed that transaction costs and taxes are required when dividends occur, and that the premiums charged by two reinsurers are calculated according to the exponential premium ...
Chen, M, Yuen, KC
openaire +4 more sources