Results 11 to 20 of about 39,539 (183)

Deposit insurance and reinsurance [PDF]

Annals of Finance, 2021
AbstractWe study the consequences and optimal design of bank deposit insurance and reinsurance in a general equilibrium setting. The model involves two production sectors, financed by bonds and bank loans, respectively. Financial intermediation by banks is required in the model as we assume that one of the production sectors is risky and requires ...
Britz, Volker, Gersbach, Hans, Haller, Hans   +2 more
openaire   +3 more sources

A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts [PDF]

, 2009
In this paper a purely theoretical reinsurance model is presented, where the reinsurance contract is assumed to be simultaneously of an excess-of-loss and of a proportional type. The stochastic structure of the set of pairs (claim’s arrival time, claim’s
Aase, Centeno, Centeno, Centeno, Centeno, Centeno, Cinlar, Daley, Dickson, Dickson, Fabio Spizzichino, Grandell, Hipp, Hurlimann, Hurlimann, Joe, Kaluszka, Rachele Foschi, Renyi, Roy Cerqueti, Schmidli, Schmidli, Schmitter, Schmitter, Stoyan, Suijs, Taksar, Verlaak   +27 more
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On Randomized Reinsurance Contracts [PDF]

SSRN Electronic Journal, 2018
In this paper we discuss the potential of randomizing reinsurance treaties for efficient risk management. While it may be considered counter-intuitive to introduce additional external randomness in the determination of the retention function for a given occurred loss, we indicate why and to what extent randomizing a treaty can be interesting for the ...
Arian Cani, Hansjörg Albrecher, Hansjörg Albrecher   +2 more
openaire   +3 more sources

Managing financial constraints: Undercapitalization and underwriting capacity in spanish fire insurance [PDF]

, 2018
Reinsurance is a vital financial device for enhancing underwriting capacity, ceding risks and mitigating financial distress. By supplying financial resources and services, reinsurance can facilitate growth and expansion in the insurance business ...
Adams, Adams, Adams, Adiel, Alborn, Berger, Canals i Vilaró, Cenamor Val, Cole, Comisaría General de Seguros, Comín Comín, Cuevas Casaña, Deelstra, Dickson, Doherty, European Commission, International Monetary Fund, Frax Rosales, Gadea, Garven, Gerathewohl, Gerschenkron, Golding, Gutiérrez González, Gutiérrez González, James, Jovanovic, Kader, Kobrak, Krugman, Lamn-Tennant, Lilljegren, Martín-Aceña, Martín-Aceña, Martín-Aceña, Martín-Aceña, Martínez Ruiz, Mayers, Mayers, Pearson, Pearson, Pearson, Pearson, Pearson, Pearson, Plantin, Plantin, Pons Brías, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Pons Pons, Powell, Prados de la Escosura, Prados de la Escosura, Prados de la Escosura, Prieto Pérez, Rousseau, San Román López, Sudriá, Tortella, Trebilcock, Wilkins, Wooldridge   +68 more
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Reinsurance of large claims [PDF]

Journal of Computational and Applied Mathematics, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S.A. Ladoucette, Jozef L. Teugels
openaire   +1 more source

Cognitive modeling of reinsurance flows on the global reinsurance market [PDF]

Geopolitics under Globalization, 2016
The article studies one of the areas of the world globalization processes – formation, interaction and regulation of financial flows of world reinsurers. Mathematical formalization of the relationships of countries’ reinsurance flows is proposed to be built on the basis of cognitive maps and correlation analysis.
Olga Kozmenko, Olha Kuzmenko
openaire   +4 more sources

Tail approximation for reinsurance portfolios of Gaussian-like risks [PDF]

, 2014
We consider two different portfolios of proportional reinsurance of the same pool of risks. This contribution is concerned with Gaussian-like risks, which means that for large values the survival function of such risks is, up to a multiplier, the same as
Farkas, Julia, Hashorva, Enkelejd
core   +3 more sources

Can a takaful company reinsure with a reinsurance company?

AFRICAN JOURNAL OF BUSINESS MANAGEMENT, 2011
Insurance is an important mechanism of risk management. However, due to the existence of Islamically unacceptable elements in its operation such as riba, ghararand maysir, insurance is considered prohibited. An Islamic alternative to insurance istakaful whose operations are based on Islamic acceptable contracts such astabarru’, mudaraba, wakala and ...
Ahmad Hidayat Buang, Asmak Ab Rahman, Wan Marhaini Wan Ahmad   +2 more
openaire   +2 more sources

Reinsurance by short-term reinsurers in South Africa

Risk Governance and Control: Financial Markets and Institutions, 2016
The short-term reinsurance process usually involves three parties, namely the insurer, the reinsurer and the original policyholder, as the insurer cedes a part of the covered risk of the policyholder to the reinsurer. This research however addresses the perceptions of reinsurers regarding their reinsurance activities, where the reinsurer sells ...
C. L. R. Fernhout, Frederik J. Mostert, Jan Hendrik Mostert   +2 more
openaire   +2 more sources

Minimal Cost of a Brownian Risk without Ruin

, 2011
In this paper, we study a risk process modeled by a Brownian motion with drift (the diffusion approximation model). The insurance entity can purchase reinsurance to lower its risk and receive cash injections at discrete times to avoid ruin.
Luo, Shangzhen, Taksar, Michael
core   +1 more source