Results 11 to 20 of about 39,023 (199)
Optimal dynamic reinsurance with worst-case default of the reinsurer
European Actuarial Journal, 2022 AbstractWe consider the optimization problem of a large insurance company that wants to maximize the expected utility of its surplus through the optimal control of the proportional reinsurance. In addition, the insurer is exposed to the risk of default of its reinsurer at the worst possible time, a setting that is closely related to a scenario of the ...
Ralf Korn, Lukas Müller
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Journal of Risk and Insurance, 2006 AbstractThe reinsurance market is the secondary market for insurance risks. It has a very specific organization. Direct insurers rarely trade risks with each other. Rather, they cede part of their primary risks to specialized professional reinsurers who have no primary business.
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REINSURANCE SERVICE AND ITS ECONOMIC NATURE
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2017 At the reinsurance market the object of purchase and sale is a specific product - a reinsurance service. According to several scientists' researches, the definition of a reinsurance service is clarified as a specific service in the form of selling ...
К. Tretiak
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Robust optimal reinsurance strategy with correlated claims and competition
AIMS Mathematics, 2023 This paper investigates the robust optimal reinsurance strategy, which simultaneously takes into account the ambiguity aversion, the correlated claims and the joint interests of an insurer and a reinsurer.
Peng Yang
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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 +2 more
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REINSURANCE MARKET UNDER THE GLOBAL RECESSION
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2016 In the article the reinsurance market during the global recession. Reinsurance market and its place in the global insurance space were studied. The nature of reinsurance market and peculiarities of its development were considered.
O. Prokofjeva
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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 +27 more
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E3S Web of Conferences, 2016 CCR, a French reinsurance company mostly involved in natural disasters coverage in France, has been developing tools for the estimation of its exposure to climatic risks for many years. Both a flood and a drought models were developed and calibrated on a
Tinard Pierre +5 more
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THE ROLE OF REINSURANCE IN INSURANCE [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2018 Insurance companies carry out risk spreading through the co-insurance and reinsurance mechanism, consisting of the participation of more companies in the provision of high-value assets.
VĂDUVA MARIA, VĂDUVA CECILIA ELENA
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Double Risk Catastrophe Reinsurance Premium Based on Houses Damaged and Deaths
Mathematics, 2023 The peaks over threshold (POT) model for catastrophe (CAT) reinsurance pricing has been widely used, but has mainly focused on univariate CAT reinsurance pricing.
Hilda Azkiyah Surya +2 more
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