Results 91 to 100 of about 46,061 (295)
Life‐cycle planning model with stochastic volatility and recursive preferences
Abstract This study examines the optimal investment, consumption, and life insurance choices faced by a wage earner with recursive preferences within a finite time horizon. We posit that the financial market comprises a risk‐free asset and a risky asset that follows a general stochastic volatility model.
Hao Wang+3 more
wiley +1 more source
This paper analyzes the optimal reinsurance strategy for insurers with a generalized mean-variance premium principle. The surplus process of the insurer is described by the diffusion model which is an approximation of the classical Cramér-Lunderberg ...
Yuzhen Wen, Chuancun Yin
doaj +1 more source
The role of mediation in the development of insurance market of Ukraine
Relevance of the article is determined that the effective functioning of the reinsurance market greatly depends on the development of its infrastructure because it creates opportunities for implementation of reinsurance services, mediates, accelerates ...
Olga Slobodyanyuk
doaj +1 more source
This paper unifies the work on multiple reinsurers, distortion risk measures, premium budgets, and heterogeneous beliefs. An insurer minimizes a distortion risk measure, while seeking reinsurance with finitely many reinsurers.
Tim J. Boonen, Mario Ghossoub
semanticscholar +1 more source
The Political Economy of Reinsurance
Published online: 28 September 2023 Do the euro area reforms over the long decade since 2008 add up to a system of risk-pooling among member states that share a common currency? Most political economists see the macroeconomic policy architecture as incomplete.
openaire +2 more sources
Impact of index insurance on downside income risk: Evidence from northern Kenya
Abstract We assessed the impact of index‐based livestock insurance (IBLI) on household income and its higher‐order moments (i.e., variance and skewness). The study uses four waves of panel survey data from northern Kenya and applies a two stage least squares (2SLS) instrumental variables regression to estimate the causal impacts.
Kelvin Mashisia Shikuku, Ibrahim Ochenje
wiley +1 more source
Optimal risk financing in large corporations through insurance captives [PDF]
A captive is an insurance or reinsurance company established by a parent group to finance its own risks. Captives mix internal risk pooling between the business units of the parent group and risk transfer toward the reinsurance market.
Jean Pinquet, Pierre Picard
core
Empirical study on optimal reinsurance for crop insurance in China from an insurer's perspective
This study investigates the optimal reinsurance for crop insurance in China in an insurer's perspective using the data from Inner Mongolia, Jilin, and Liaoning, China.
Xian-hua ZHOU+3 more
doaj
Robust reinsurance contracts with risk constraint
This paper aims to investigate optimal reinsurance contracts in a continuous-time modelling framework from the perspective of a principal-agent problem. The reinsurer plays the role of the principal and aims to determine an optimal reinsurance premium to
Ning Wang, T. Siu
semanticscholar +1 more source
Associations of vasectomy with sexual dysfunctions and the sex life of middle‐aged men
Abstract Background Vasectomy is a safe and effective form of contraception. However, fear of altered sexual function is still associated with vasectomy in many men. Objectives To assess the prevalence of vasectomy among middle‐aged men in Germany and to investigate possible associations between a previous vasectomy and sexual dysfunctions.
Matthias Jahnen+6 more
wiley +1 more source