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The role of a representative reinsurer in optimal reinsurance
Insurance: Mathematics and Economics, 2016In this paper, we consider a one-period optimal reinsurance design model with nn reinsurers and an insurer. For very general preferences of the insurer and that all reinsurers use a distortion premium principle, we establish the existence of a representative reinsurer and this in turn facilitates solving the optimal reinsurance problem with multiple ...
Boonen, T.J., Tan, K.S., Zhuang, S.C.
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Reinsurance: finding the balance between reinsurers’ and reinsureds’ interests
2012Given its economic importance, insurance is a field that has been underserved as an area of academic study. This detailed book provides much needed coverage of insurance law and regulation in its international context.
Rob Merkin, Michael Mendelowitz
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Insurance: Mathematics and Economics, 1984
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Journal of Applied Probability, 1970
The fundamental principle underlying insurance is that the expected value of claims is equal to the premium. This was established by Bernoulli [4] in 1738. Subsequent work on the development of ‘risk theory’ led to research concerning the probability of ‘ruin’ of an insurance company.
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The fundamental principle underlying insurance is that the expected value of claims is equal to the premium. This was established by Bernoulli [4] in 1738. Subsequent work on the development of ‘risk theory’ led to research concerning the probability of ‘ruin’ of an insurance company.
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OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
ASTIN Bulletin, 2015AbstractOptimal reinsurance from an insurer's point of view or from a reinsurer's point of view has been studied extensively in the literature. However, as two parties of a reinsurance contract, an insurer and a reinsurer have conflicting interests. An optimal form of reinsurance from one party's point of view may be not acceptable to the other party ...
Christiane Lemieux, Fangda Liu, Jun Cai
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Insurance: Mathematics and Economics, 1992
The authors consider three variants of surplus (proportional stop-loss) reinsurance: (1) a simple contract, (2) a contract where reinsurance covers a part of the loss between the retention and a multiple, and (3) a combination of proportional stop-loss on the claim severity and proportional stop-loss on the claim number process.
De Waegenaere , A.M.B., Delbaen, F.
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The authors consider three variants of surplus (proportional stop-loss) reinsurance: (1) a simple contract, (2) a contract where reinsurance covers a part of the loss between the retention and a multiple, and (3) a combination of proportional stop-loss on the claim severity and proportional stop-loss on the claim number process.
De Waegenaere , A.M.B., Delbaen, F.
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The Market for Reinsurance [PDF]
SSRN Electronic Journal, 2013 Using a unique proprietary data set of primary insurers and reinsurers, we analyze the structure of the reinsurance market. The data set, which spans six years, contains quotes for different reinsurance layers, for different treaties, for different clients, and for different lines of business. There are in fact close to 20,000 quotes for close to 1,000
Marcel Boyer, Théodora Dupont-Courtade
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Optimal reinsurance policies with two reinsurers in continuous time
Economic Modelling, 2016Abstract An optimal reinsurance problem of an insurer is studied in a continuous-time model, where insurance risk is partly transferred to two reinsurers, one adopting the expected-value premium principle and another one using the variance premium principle.
Ming Zhou +3 more
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2013
The book provides a comparative English/US law study of the operation of facultative reinsurance contracts. Most of the reinsurance litigation in England and the US has involved this type of contract, and there are regular arbitrations and judicial proceedings in the leading common law jurisdictions to which this book will be ...
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The book provides a comparative English/US law study of the operation of facultative reinsurance contracts. Most of the reinsurance litigation in England and the US has involved this type of contract, and there are regular arbitrations and judicial proceedings in the leading common law jurisdictions to which this book will be ...
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The Journal of Risk and Insurance, 1986
Features of insurance markets that affect the use of reinsurance are examined. An active reinsurance market exists when the direct market is imperfectly competitive. The manager of an insurer with monopoly power takes reinsurance. Market power in the reinsurance market restricts its use. The manager of a monopsonistic insurer takes reinsurance when his
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Features of insurance markets that affect the use of reinsurance are examined. An active reinsurance market exists when the direct market is imperfectly competitive. The manager of an insurer with monopoly power takes reinsurance. Market power in the reinsurance market restricts its use. The manager of a monopsonistic insurer takes reinsurance when his
openaire +2 more sources