Results 111 to 120 of about 46,061 (295)
Stability of the optimal reinsurance with respect to the risk measure [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.
Alejandro Balbás +2 more
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A Combination of Surplus and Excess Reinsurance of a Fire Portfolio [PDF]
, 1967 Gunnar Benktander, Jan Ohlin
openalex +1 more source
Disaster Insurance or a Disastrous Insurance - Natural Disaster Insurance in France [PDF]
We model natural disaster insurance in France. We explicitly take into account the main institutional features of the system, such as the uniform premium rate in both high and low risk regions and the existence of a state reinsurance company.
Mario JAMETTI +1 more
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The EU Reinsurance Directive [PDF]
The Geneva Papers on Risk and Insurance - Issues and Practice, 2007 The commentary briefly traces the history of the debate leading to the adoption of the EU Reinsurance Directive in November 2005, outlines its major provisions and attempts to assess the possible significance and impact of the Directive on the EU internal market and on the EU's relations with third countries.
openaire +3 more sources
Improving risk allocation through cat bonds [PDF]
Catastrophe bonds (cat bonds) often use index triggers, such as, for instance, parametric descriptions of a catastrophe. This implies the problem of the so-called basis risk, resulting from the fact that, in contrast to traditional reinsurance, this kind
Nell, Martin, Richter, Andreas
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Operational Solutions for Retakaful in Islamic Republic of Iran The Comparative Analysis of Reinsurance & Retakaful: [PDF]
تحقیقات مالی اسلامی (پیوسته), 2014 Sometimes the losses in insurance companies are so considerable that even the total sum of capitals and reserves of the company are not enough to compensate them. That's why the reinsurance companies were established.
Mohammad Mahdi Askari +1 more
doaj
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Quantitative Finance and Economics, 2017 In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers.
Daheng Peng, Fang Zhang
doaj +1 more source
On a class of measures of dispersion with application to optimal reinsurance [PDF]
, 1969 Jan Ohlin
openalex +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 +1 more
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