Results 41 to 50 of about 46,061 (295)
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
REINSURANCE FORM THE PERSPECTIVE OF PROPERTY INSURANCE CONTRACT [PDF]
Challenges of the Knowledge Society, 2018 The most significant means by which insurance markets operate to spread risks beyond like risk pools is reinsurance. The reinsurance operation has the advantage that the original insured can increase his financial capacity in order to cover the risks ...
Dănilă Ștefan MATEI
doaj
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
Issues of speciallegal regime of reinsurance relationships in economic and legal doctrine
Теорія і практика правознавства, 2016 The article deals with the issue of a special legal regime of reinsurance relations in the sphere (area) of insurance business. The principles of historical development of scientific debate concerning the relationship between insurance and reinsurance ...
Р. І. Віннічук
doaj +1 more source
Journal of Industrial and Management Optimization, 2021 The present paper investigates an optimal reinsurance-investment problem with Hyperbolic Absolute Risk Aversion (HARA) utility. The paper is distinguished from other literature by taking into account the interests of both an insurer and a reinsurer.
Yan Zhang, P. Zhao, Xinghu Teng, Lei Mao
semanticscholar +1 more source
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 +2 more
openaire +2 more sources
Valuing Multirisk Catastrophe Reinsurance Based on the Cox–Ingersoll–Ross (CIR) Model
, 2021 Catastrophe risks lead to severe problems of insurance and reinsurance industry. In order to reduce the underwriting risk, the insurer would seek protection by transferring part of its risk exposure to the reinsurer.
W. Chao
semanticscholar +1 more source
An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
European Actuarial Journal, 2021 In this paper, we propose an approach to explore reinsurance optimization for a non-life multi-line insurer through a simulation model that combines alternative reinsurance treaties.
Alberto Zanotto, G. P. Clemente
semanticscholar +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper empirically explores the early development of insurance projects in the decentralised finance (DeFi) industry, which is based on disruptive technologies like blockchain and smart contracts. A brief history of DeFi is narrated, stressing four risks of DeFi (volatility risk, cyberattack risk, liquidity risk, and regulation risk) and ...
Peng Zhou, Ying Zhang
wiley +1 more source
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