Results 81 to 90 of about 39,539 (183)
Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements [PDF]
With reference to risk adjusted premium principle, in this paper we study excess of loss reinsurance with reinstatements in the case in which the aggregate claims are generated by a discrete distribution.
Antonella Campana, Paola Ferretti
core
Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate [PDF]
In this paper we consider a reinsurance syndicate, assuming that Pareto optimal allocations exist. Under a continuity assumption on preferences, we show that a competitive equilibrium exists and is unique.
Aase, Knut K.
core
Providing pandemic business interruption coverage with double trigger cat bonds. [PDF]
Geneva Pap Risk Insur Issues Pract, 2023 Schmitt A, Spaeter S.
europepmc +1 more source
Ownership Structure and Reinsurance Decisions: Evidence from the Property Casualty Insurance Industry in China [PDF]
[[abstract]]This study examines the impact of ownership structure on reinsurance decisions in the Chinese property casualty insurance industry. The evidence shows that foreign insurers have higher reinsurance demand than domestic insurers.
[[corresponding]]何佳玲 +1 more
core
Reinsurance with Neural Networks
We consider an insurance company which faces financial risk in the form of insurance claims and market-dependent surplus fluctuations. The company aims to simultaneously control its terminal wealth (e.g. at the end of an accounting period) and the ruin probability in a finite time interval by purchasing reinsurance.
Arandjelovic, Aleksandar +1 more
openaire +3 more sources
Optimal risk financing in large corporations through insurance captives
, 2011 A captive is an insurance or reinsurance company established by a parent group to finance its own risks. Captives mix internal risk pooling between the business units of the parent group and risk transfer toward the reinsurance market.
Picard, Pierre, Pinquet, Jean
core +1 more source
On automatic bias reduction for extreme expectile estimation. [PDF]
Stat Comput, 2022 Girard S +2 more
europepmc +1 more source