Results 51 to 60 of about 46,061 (295)
Optimal non-life reinsurance under Solvency II Regime [PDF]
The optimal reinsurance contract is investigated from the perspective of an insurer who would like to minimise its risk exposure under Solvency II. Under this regulatory framework, the insurer is exposed to the retained risk, reinsurance premium and ...
Asimit, A.V., Chi, Y., Hu, J.
core +1 more source
Reinsurance, an insurance product designed to protect health insurers against the financial risk of covering high-cost enrollees, has attracted bipartisan policy interest as a mechanism to stabilize individual health insurance markets.
Coleman Drake PhD+2 more
doaj +1 more source
Reinsurance is used by primary insurers as a device to cushion the effect of underwriting and solvency risks. However, an overdependence on reinsurance could cause depletion in the income of the primary insurer.
Francis Sewhenu Dansu, Adebayo Obalola
doaj +1 more source
Optimal Reinsurance-Investment Problem under Mean-Variance Criterion with n Risky Assets
Based on the mean-variance criterion, this paper investigates the continuous-time reinsurance and investment problem. The insurer’s surplus process is assumed to follow Cramér–Lundberg model.
Peng Yang
doaj +1 more source
ABSTRACT Despite a growing focus on blockchain adoption within operations and supply chains, these initiatives exhibit an exceedingly high failure rate, with many failing to achieve sustainable success. Why are enterprise blockchain adoptions highly susceptible to failure?
Yuanzhu Zhan+5 more
wiley +1 more source
Most of the existing literature on optimal investment-reinsurance only studies from the perspective of insurers and also treats the investment-reinsurance decision as a continuous process.
Helu Xiao+3 more
doaj +1 more source
ABSTRACT Trust is both a prerequisite and a product of insurance, as insurance contracts are built on and create trust relations that enable a risk‐averse perspective towards the future. At the same time, insurer‐policyholder relationships are characterised by a persistent distrust, rooted in insurance economics and industry reputation. In this article,
Maiju Tanninen, Gert Meyers
wiley +1 more source
How Does Reinsurance Create Value to an Insurer? A Cost-Benefit Analysis Incorporating Default Risk
Reinsurance is often empirically hailed as a value-adding risk management strategy which an insurer can utilize to achieve various business objectives.
Ambrose Lo
doaj +1 more source
Robust optimal investment and reinsurance problems with learning [PDF]
In this paper, we consider an optimal investment and reinsurance problem with partially unknown model parameters which are allowed to be learned. The model includes multiple business lines and dependency between them.
N. Bäuerle, Gregor Leimcke
semanticscholar +1 more source
A Survey of Research on Fair Value Accounting for Financial Institutions*
Abstract Even though fair value accounting (FVA) enjoys widespread support from standard setters around the world, the practice of marking assets and liabilities to market remains controversial. While FVA affects all firms to a certain extent, financial institutions are most affected due to the nature of the assets that they hold.
Darren Henderson, Kaleab Mamo
wiley +1 more source