Results 101 to 110 of about 38,310 (188)

Pricing Reinsurance Contracts

, 2011
Pricing and hedging insurance contracts is hard to perform if we subscribe to the hypotheses of the celebrated Black and Scholes model. Incomplete market models allow for the relaxation of hypotheses that are unrealistic for insurance and reinsurance contracts. One such assumption is the tradeability of the underlying asset.
CONSIGLIO, Andrea, De Giovanni, D.
openaire   +4 more sources

FLOOD REINSURANCE PREMIUM PRICING BASED ON THE STANDARD DEVIATION PRINCIPLE WITH POT-BASED THRESHOLDS FOR MORTALITY AND PROPERTY DAMAGE RISKS

Barekeng
Disasters that occur in Indonesia lead to financial loss. One approach to mitigating the financial impact is through the utilization of natural disaster insurance.
Vanessa Anggriawan, Ferry Jaya Permana, Benny Yong   +2 more
doaj   +1 more source

Reinsuring pandemics: the role of government and public-private partnerships between reinsurers and governments. [PDF]

Geneva Pap Risk Insur Issues Pract, 2023
Eggleton S, Gürses Ö.
europepmc   +1 more source

The Design of Private Reinsurance Contracts [PDF]

This paper examines the role of reinsurance relationships in the trading of underwriting risk when this trade takes place in an environment that is characterized by asymmetric information and in which information is revealed only over time.
Anthony M. Santomero, Eslyn Jean Baptiste   +1 more
core  

Insurer green finance under regulatory cap-and-trade mechanism associated with green/polluting production during a war. [PDF]

PLoS One, 2023
Huang FW, Lin JJ.
europepmc   +1 more source

Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate [PDF]

In this paper we consider a reinsurance syndicate, assuming that Pareto optimal allocations exist. Under a continuity assumption on preferences, we show that a competitive equilibrium exists and is unique.
Aase, Knut K.
core  

A combined comfort and safety-based approach to assess the performance of advanced driver assistance functions

European Transport Research Review
Advanced Driver Assistance Systems (ADAS) play a fundamental role in improving the driving experience by enhancing both comfort and safety. Currently, there is a lack of objective methods to quantify ADAS performance comprehensively, especially in ...
Michelangelo-Santo Gulino, Giulio Vichi, Federica Cecchetto, Luigi Di Lillo, Dario Vangi   +4 more
doaj   +1 more source

Loss ratio of the capitation payment unit of the health-promoting entities in Colombia between 2017 and 2021: a financial-actuarial approach. [PDF]

Cost Eff Resour Alloc, 2023
Espinosa O, Rodríguez J, Urdinola BP, Do Nascimento Silva PL, Sánchez A, Arias ML, Valdez EA, Cheng T, Fisher SE.   +8 more
europepmc   +1 more source

Ownership Structure and Reinsurance Decisions: Evidence from the Property Casualty Insurance Industry in China [PDF]

[[abstract]]This study examines the impact of ownership structure on reinsurance decisions in the Chinese property casualty insurance industry. The evidence shows that foreign insurers have higher reinsurance demand than domestic insurers.
[[corresponding]]何佳玲, Ho, Chia-Ling   +1 more
core  

Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements [PDF]

With reference to risk adjusted premium principle, in this paper we study excess of loss reinsurance with reinstatements in the case in which the aggregate claims are generated by a discrete distribution.
Antonella Campana, Paola Ferretti
core