Moral Hazard in Reinsurance Markets [PDF]
This paper attempts to identify moral hazard in the traditional reinsurance market. We build a multi-period principle agent model of the reinsurance transaction from which we derive predictions on premium design, monitoring, loss control and insurer risk
Kent Smetters, Neil Doherty
core
Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner [PDF]
, 1972 Baruch Berliner
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A dynamic model of extreme risk coverage : resilience and efficiency in the global reinsurance market [PDF]
This paper presents a dynamic model of the reinsurance market for catastrophe risks. The model is based on the classical capacity-constraint assumption.
Bibas, Ruben +2 more
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Reinsurance in State Health Reform [PDF]
, 2008 Based on the experiences of three states, formal modeling, quantitative estimates, and qualitative assessments, explores the impact of and issues involved in publicly funding reinsurance for insurers as a way to expand or maintain private ...
Bowen Garrett +3 more
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A Non Symmetrical Value for Games without Transferable Utilities; Application to Reinsurance [PDF]
, 1979 Jean Lemaire
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Analysis of HHS Final Rules on Reinsurance, Risk Corridors and Risk Adjustment [PDF]
, 2012 Summarizes final rules for states and health insurance plans for minimizing adverse selection under federal healthcare reform and highlights changes from proposed rules.
James Woolman +4 more
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Reinsurers' Investment and Underwriting Portfolios and the Exchange Rates Risk [PDF]
, 1979 Yehuda Kahane
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Capital issuances and premium growth in the property-liability insurance industry: evidence from the financial crisis and COVID-19 recession. [PDF]
Geneva Pap Risk Insur Issues Pract, 2023 Berry-Stölzle TR, Esson MI.
europepmc +1 more source
Reinsurance with Neural Networks
We consider an insurance company which faces financial risk in the form of insurance claims and market-dependent surplus fluctuations. The company aims to simultaneously control its terminal wealth (e.g. at the end of an accounting period) and the ruin probability in a finite time interval by purchasing reinsurance.
Arandjelovic, Aleksandar +1 more
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