Results 21 to 30 of about 39,539 (183)
The Urban Institute's Microsimulation Model for Reinsurance: Model Construction and State-Specific Application [PDF]
Describes the Urban Institute's model for simulating the effects of using state-funded reinsurance to subsidize primary insurance premiums.
Bowen Garrett+3 more
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Optimal non-life reinsurance under Solvency II Regime [PDF]
The optimal reinsurance contract is investigated from the perspective of an insurer who would like to minimise its risk exposure under Solvency II. Under this regulatory framework, the insurer is exposed to the retained risk, reinsurance premium and ...
Asimit, A.V., Chi, Y., Hu, J.
core +1 more source
Risk Adjustment and Reinsurance: A Work Plan for State Officials [PDF]
Outlines the decisions and actions states need to take to implement the risk adjustment and reinsurance provisions of the 2010 health reform law, including risk adjustment model, reinsurance parameters, stakeholder engagement, and program ...
James Woolman+6 more
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Principles of Reinsurance Contract Law: The Reinsurer’s Perspective
Abstract The global economic impact of reinsurance has increased significantly in recent years, leading to a desire for more certainty in the legal interpretation of reinsurance contracts as the number of disputes increases. Reinsurance contract wordings are not regulated by any overarching statutory law or regulations, in part due to ...
openaire +2 more sources
Reinsurance for Catastrophes and Cataclysms [PDF]
This paper examines the optimal design of insurance and reinsurance policies. We first consider reinsurance for catastrophes: risks which are large for any one insurer but not for the reinsurance market as a whole. Reinsurance for catastrophes is complicated by adverse selection.
David M. Cutler, Richard J. Zeckhauser
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Reinsurance, ruin and solvency issues: some pitfalls [PDF]
In this paper, we consider optimal reinsurance from an insurer's point of view. Given a (low) ruin probability target, insurers want to find the optimal risk transfer mechanism, i.e. either a proportional or a nonproportional reinsurance treaty. Since it
Arthur Charpentier
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Optimal risk financing in large corporations through insurance captives [PDF]
A captive is an insurance or reinsurance company established by a parent group to finance its own risks. Captives mix internal risk pooling between the business units of the parent group and risk transfer toward the reinsurance market.
Jean Pinquet, Pierre Picard
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Excess of loss reinsurance under joint survival optimality [PDF]
Explicit expressions for the probability of joint survival up to time x of the cedent and the reinsurer, under an excess of loss reinsurance contract with a limiting and a retention level are obtained, under the reasonably general assumptions of any non ...
Aase+19 more
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Pricing and hedging insurance contracts is hard to perform if we subscribe to the hypotheses of the celebrated Black and Scholes model. Incomplete market models allow for the relaxation of hypotheses that are unrealistic for insurance and reinsurance contracts. One such assumption is the tradeability of the underlying asset.
CONSIGLIO, Andrea, De Giovanni, D.
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The Political Economy of Reinsurance
Published online: 28 September 2023 Do the euro area reforms over the long decade since 2008 add up to a system of risk-pooling among member states that share a common currency? Most political economists see the macroeconomic policy architecture as incomplete.
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