Results 81 to 90 of about 46,061 (295)
Premium Risk net of Reinsurance: from short-term to medium term assessment [PDF]
Solvency II requirements introduced new issues for actuarial risk management in non-life insurance, challenging the market to have a consciousness of its own risk profile, and also investigating the sensitivity of the solvency ratio depending on the ...
Pallaria, Antonio, Savelli, Nino
core +2 more sources
Reinsurance for Catastrophes and Cataclysms [PDF]
This paper examines the optimal design of insurance and reinsurance policies. We first consider reinsurance for catastrophes: risks which are large for any one insurer but not for the reinsurance market as a whole. Reinsurance for catastrophes is complicated by adverse selection.
David M. Cutler, Richard J. Zeckhauser
openaire +3 more sources
Humanitarian management of drought needs better water security data
Abstract Droughts are a primary driver of humanitarian crises in arid regions, yet early warning systems that index humanitarian financing often omit water security data in favour of food security monitoring. Based on 42 expert interviews assessing management barriers and information needs during the 2020–24 drought in the Horn of Africa, resulting in ...
William A. Veness+3 more
wiley +1 more source
Reinsurance Market in Russia Requires a Restart
Purpose: main objective of this article is to analyze dynamics and structure of the reinsurance market in Russia. Market research is conducted to understand the main trends in Russian reinsurance during period of economic sanctions.
I. S. Voronin
doaj +1 more source
Demutualization and Demand for Reinsurance [PDF]
This study investigates whether U.S. property-liability insurers change their demand for reinsurance after demutualization. Our empirical results show that the overall demand for reinsurance of converting insurers is not statistically different after the conversion.
Jennifer L Wang+3 more
openaire +3 more sources
Mediterranean Cyclones in a Changing Climate: A Review on Their Socio‐Economic Impacts
Abstract The Mediterranean Basin, renowned for its cultural, ecological, and climatic significance, frequently endures high‐impact weather events driven by Mediterranean cyclones (Medcyclones), atmospheric low‐pressure systems characterized by counterclockwise wind circulation. These meteorological phenomena, sometimes comparable to hurricanes in their
Samira Khodayar+19 more
wiley +1 more source
Optimal Reinsurance with Heterogeneous Reference Probabilities
This paper studies the problem of optimal reinsurance contract design. We let the insurer use dual utility, and the premium is an extended Wang’s premium principle.
Tim J. Boonen
doaj +1 more source
Pricing and hedging insurance contracts is hard to perform if we subscribe to the hypotheses of the celebrated Black and Scholes model. Incomplete market models allow for the relaxation of hypotheses that are unrealistic for insurance and reinsurance contracts. One such assumption is the tradeability of the underlying asset.
CONSIGLIO, Andrea, De Giovanni, D.
openaire +5 more sources
ABSTRACT The article explored the effects of economic policy uncertainty (EPU) on firm stability in Nigeria. The article makes three contributions to the literature. First, the article examined the impact of global EPU on firm stability. Second, it examined the effects of domestic EPU on firm stability, given the vulnerable nature of the Nigerian ...
Olajide O. Oyadeyi
wiley +1 more source
Reinsurance, ruin and solvency issues: some pitfalls [PDF]
In this paper, we consider optimal reinsurance from an insurer's point of view. Given a (low) ruin probability target, insurers want to find the optimal risk transfer mechanism, i.e. either a proportional or a nonproportional reinsurance treaty. Since it
Arthur Charpentier
core