Results 31 to 40 of about 39,539 (183)
optimal reinsurance revisited point of view of cedent and reinsurer [PDF]
Astin Bulletin, 2011 It is known that the partial stop-loss contract is an optimal reinsurance form under the VaR risk measure. Assuming that market premiums are set according to the expected value principle with varying loading factors, the optimal reinsurance parameters of this contract are obtained under three alternative single and joint party reinsurance criteria: (i)
openaire +2 more sources
Premium Risk net of Reinsurance: from short-term to medium term assessment [PDF]
, 2019 Solvency II requirements introduced new issues for actuarial risk management in non-life insurance, challenging the market to have a consciousness of its own risk profile, and also investigating the sensitivity of the solvency ratio depending on the ...
Pallaria, Antonio, Savelli, Nino
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On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
, 2018 We consider a risk model where deficits after ruin are covered by a new type of reinsurance contract that provides capital injections. To allow the insurance company's survival after ruin, the reinsurer injects capital only at ruin times caused by jumps ...
Garrido, José, Salah, Zied Ben
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RACSAM - Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas, 2009 info:eu-repo/semantics ...
Centeno, M. de Lourdes +1 more
openaire +3 more sources
Disaster Insurance or a Disastrous Insurance - Natural Disaster Insurance in France [PDF]
We model natural disaster insurance in France. We explicitly take into account the main institutional features of the system, such as the uniform premium rate in both high and low risk regions and the existence of a state reinsurance company.
Mario JAMETTI +1 more
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Portfolio Allocation and Alternative Structures of the Standard Reinsurance Agreement [PDF]
This paper examines how insurance companies participating in delivery of crop insurance would change patterns of portfolio allocation across reinsurance funds in reaction to the 2005 Standard Reinsurance Agreement.
Dismukes, Robert +3 more
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Stable solutions for optimal reinsurance problems involving risk measures. [PDF]
The optimal reinsurance problem is a classic topic in actuarial mathematics. Recent approaches consider a coherent or expectation bounded risk measure and minimize the global risk of the ceding company under adequate constraints.
Balbás, Alejandro +2 more
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Calibrating CAT bonds for Mexican earthquakes [PDF]
The study of natural catastrophe models plays an important role in the prevention and mitigation of disasters. After the occurrence of a natural disaster, the reconstruction can be financed with catastrophe bonds (CAT bonds) or reinsurance.
Cabrera, Brenda Lopez, Haerdle, Wolfgang
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On the Use of Extreme Values to Estimate the Premium for an Excess of Loss Reinsurance [PDF]
, 1964 J. Jung
openalex +1 more source
Stability of the optimal reinsurance with respect to the risk measure [PDF]
The optimal reinsurance problem is a classic topic in Actuarial Mathematics. Recent approaches consider a coherent or expectation bounded risk measure and minimize the global risk of the ceding company under adequate constraints.
Alejandro Balbás +2 more
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