Results 51 to 60 of about 5,283 (200)
A more just union: Euro‐dividend or reinsurance? [PDF]
, 2021 Andrea Sangiovanni
openalex +1 more source
Regulation &Governance, EarlyView.ABSTRACT Given the ongoing climate crisis, the frequency and severity of natural disasters are increasing. These events result in enormous reconstruction costs, pose a high burden on state budgets, and potentially drive homeowners into private insolvency.
Anne‐Marie Parth
wiley +1 more source
Risks, 2017 Optimal forms of reinsurance policies have been studied for a long time in the actuarial literature. Most existing results are from the insurer’s point of view, aiming at maximizing the expected utility or minimizing the risk of the insurer.
Wenjun Jiang +2 more
doaj +1 more source
Optimal Reinsurance with One Insurer and Multiple Reinsurers [PDF]
SSRN Electronic Journal, 2015 In this paper, we consider a one-period optimal reinsurance design model with n reinsurers and an insurer. For very general preferences of the insurer, we obtain that there exists a very intuitive pricing formula for all reinsurers that use a distortion premium principle.
Boonen, T., Tan, K.S., Zhuang, S.C.
openaire +2 more sources
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho
Risk Management and Insurance Review, EarlyView.Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania +2 more
wiley +1 more source
Geophysical Research Letters, Volume 53, Issue 2, 28 January 2026.Abstract Extreme value theory is routinely applied to estimate rainfall frequency for several accumulation periods. Typically, it is found that sub‐daily precipitation has power‐type tails, meaning that the probability of observing increasingly large magnitudes decreases as a power law.
Francesco Marra +6 more
wiley +1 more source
Optimal Dynamic Reinsurance [PDF]
ASTIN Bulletin, 2006 We consider a classical surplus process where the insurer can choose a different level of reinsurance at the start of each year. We assume the insurer’s objective is to minimise the probability of ruin up to some given time horizon, either in discrete or continuous time. We develop formulae for ruin probabilities under the optimal reinsurance strategy,
DICKSON, D., WATERS, H.
openaire +2 more sources
Environmetrics, Volume 37, Issue 1, January 2026.ABSTRACT Compound events (CEs), commonly defined as the “combination of multiple drivers and/or hazards that contributes to societal or environmental risk”, often result in amplified impacts compared to individual hazards. In order to estimate the return period of bivariate CEs, a novel nonparametric approach employing bivariate Generalized Pareto ...
Grégoire Jacquemin +3 more
wiley +1 more source
Major Conundrums and Possible Solutions in DeFi Insurance
International Journal of Finance &Economics, Volume 31, Issue 1, Page 489-501, January 2026.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
JCMS: Journal of Common Market Studies, Volume 64, Issue 1, Page 194-213, January 2026.Abstract In December 2023, the European Parliament and the Council reached an agreement to revise the Solvency II Directive, aiming to unlock €100 billion in private investment through a series of deregulatory measures. This marks a significant departure from the stringent insurance supervision framework that has shaped European policy since the ...
Cyril Benoît
wiley +1 more source