Optimal excess-of-loss reinsurance for stochastic factor risk models [PDF]
, 2019 We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arrival process and the claim size distribution are influenced by an exogenous stochastic factor.
Brachetta, Matteo, Ceci, Claudia
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The strategic role of reinsurance in the United Kingdom’s (UK) non-life insurance market [PDF]
, 2015 We demonstrate that by increasing the level of reinsurance, primary insurers increase their product-market share at the expense of rivals with lower reinsurance coverage in five main lines of insurance in the United Kingdom’s (UK) non-life insurance ...
Adam +55 more
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On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
, 2018 We consider a risk model where deficits after ruin are covered by a new type of reinsurance contract that provides capital injections. To allow the insurance company's survival after ruin, the reinsurer injects capital only at ruin times caused by jumps ...
Garrido, José, Salah, Zied Ben
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RACSAM - Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 2009 info:eu-repo/semantics ...
Centeno, M. de Lourdes +1 more
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Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement [PDF]
This paper examines how insurance companies participating in delivery of crop insurance would change patterns of portfolio allocation across reinsurance funds in reaction to the 2005 Standard Reinsurance Agreement.
Dismukes, Robert +3 more
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optimal reinsurance revisited point of view of cedent and reinsurer [PDF]
Astin Bulletin, 2011 It is known that the partial stop-loss contract is an optimal reinsurance form under the VaR risk measure. Assuming that market premiums are set according to the expected value principle with varying loading factors, the optimal reinsurance parameters of this contract are obtained under three alternative single and joint party reinsurance criteria: (i)
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Stable solutions for optimal reinsurance problems involving risk measures. [PDF]
The optimal reinsurance problem is a classic topic in actuarial mathematics. Recent approaches consider a coherent or expectation bounded risk measure and minimize the global risk of the ceding company under adequate constraints.
Balbás, Alejandro +2 more
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Individual economic and legal aspects of the formation and development of reinsurance
Проблеми Законності, 2014 On the basis of the economic and legal approach of the doctrine of the economic rights, some of the economic and legal aspects of the formation and reinsurance development are explored in the article..
Р. І. Віннічук
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Effects of state reinsurance programs on health insurance exchange premiums and insurer participation. [PDF]
Health Serv Res, 2023 Oyeka O, Wehby GL.
europepmc +1 more source
On the Use of Extreme Values to Estimate the Premium for an Excess of Loss Reinsurance [PDF]
, 1964 J. Jung
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