Results 41 to 50 of about 39,539 (183)
A BSDE-based approach for the optimal reinsurance problem under partial information
, 2020 We investigate the optimal reinsurance problem under the criterion of maximizing the expected utility of terminal wealth when the insurance company has restricted information on the loss process.
Brachetta, Matteo, Ceci, Claudia
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A Combination of Surplus and Excess Reinsurance of a Fire Portfolio [PDF]
, 1967 Gunnar Benktander, Jan Ohlin
openalex +1 more source
The EU Reinsurance Directive [PDF]
The Geneva Papers on Risk and Insurance - Issues and Practice, 2007 The commentary briefly traces the history of the debate leading to the adoption of the EU Reinsurance Directive in November 2005, outlines its major provisions and attempts to assess the possible significance and impact of the Directive on the EU internal market and on the EU's relations with third countries.
openaire +3 more sources
Effects of state reinsurance programs on health insurance exchange premiums and insurer participation. [PDF]
Health Serv Res, 2023 Oyeka O, Wehby GL.
europepmc +1 more source
Improving risk allocation through cat bonds [PDF]
Catastrophe bonds (cat bonds) often use index triggers, such as, for instance, parametric descriptions of a catastrophe. This implies the problem of the so-called basis risk, resulting from the fact that, in contrast to traditional reinsurance, this kind
Nell, Martin, Richter, Andreas
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On a class of measures of dispersion with application to optimal reinsurance [PDF]
, 1969 Jan Ohlin
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The Design of Private Reinsurance Contracts [PDF]
This paper examines the role of reinsurance relationships in the trading of underwriting risk when this trade takes place in an environment that is characterized by asymmetric information and in which information is revealed only over time.
Anthony M. Santomero +1 more
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A Note on a "Square-Root Rule" for Reinsurance [PDF]
In previous work, the current authors derived a mathematical expression for the optimal (or "saturation") number of reinsurers for a given number of primary insurers (see Powers and Shubik, 2001).
Martin Shubik, Michael R. Powers
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