Results 91 to 100 of about 46,061 (295)

Life‐cycle planning model with stochastic volatility and recursive preferences

open access: yesInternational Review of Finance, Volume 25, Issue 2, June 2025.
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

Solution of Hamilton-Jacobi-Bellman Equation in Optimal Reinsurance Strategy under Dynamic VaR Constraint

open access: yesJournal of Function Spaces, 2019
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

open access: yesCхід, 2016
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

Optimal Reinsurance with Multiple Reinsurers: Distortion Risk Measures, Distortion Premium Principles, and Heterogeneous Beliefs

open access: yesInsurance, Mathematics & Economics, 2020
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

open access: yes, 2023
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

open access: yesApplied Economic Perspectives and Policy, Volume 47, Issue 2, Page 863-891, May 2025.
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]

open access: yes
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

open access: yesJournal of Integrative Agriculture, 2015
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

open access: yesScandinavian Actuarial Journal, 2020
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

open access: yesAndrology, Volume 13, Issue 4, Page 665-674, May 2025.
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

Home - About - Disclaimer - Privacy