Optimal Reinsurance Revisited - Point of View of Cedent and Reinsurer [PDF]
, 2017 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
Hürlimann, Werner
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Some Applications of Collective Risk Theory to Reinsurance and Group Experience Rating, by Paul Markham Kahn, University of Michigan, 1961. [PDF]
, 1962 openalex +1 more source
Captive insurance companies and the management of non-conventional corporate risks [PDF]
We examine under what conditions setting up a captive insurance company with reinsurance is an optimal solution for risk-averse firms when the insured firm, the insurer and the reinsurer do not know the probability distribution of some risks, and have ...
Lesourd, Jean-Baptiste +1 more
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The Objectives of an Insurance Company by Karl Borch. Skandinavisk Aktuarietidskrift1962 (p. 162). - A Contribution to the Theory of Reinsurance Markets by Karl Borch. Skandinavisk Aktuarietidskrift1962 (p. 186). [PDF]
, 1964 Marcel Derron
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The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate [PDF]
We compare the Nash bargaining solution in a reinsurance syndicate to the competitive equilibrium allocation, focusing on uncertainty and risk aversion.
Aase, Knut K.
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An approach to the analysis of claims experience in motor liability excess of loss reinsurance [PDF]
, 1972 H. G. Verbeek
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Insurer green finance under regulatory cap-and-trade mechanism associated with green/polluting production during a war. [PDF]
PLoS One, 2023 Huang FW, Lin JJ.
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The Determinants of Financial Derivatives Use in the UK life Insurance Industry [PDF]
, 1999 This paper examines the determinants of financial derivatives use in the United Kingdom (UK) life insurance industry. We estimate a probit regression model and a Heckman two-stage sample selection regression model using a sample of 88 UK life insurers
Adams, Mike, Hardwick, Philip
core
Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner [PDF]
, 1972 Baruch Berliner
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