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Pricing Reinsurance Contracts

open access: yes, 2011
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   +4 more sources

FLOOD REINSURANCE PREMIUM PRICING BASED ON THE STANDARD DEVIATION PRINCIPLE WITH POT-BASED THRESHOLDS FOR MORTALITY AND PROPERTY DAMAGE RISKS

open access: yesBarekeng
Disasters that occur in Indonesia lead to financial loss. One approach to mitigating the financial impact is through the utilization of natural disaster insurance.
Vanessa Anggriawan   +2 more
doaj   +1 more source

Loss ratio of the capitation payment unit of the health-promoting entities in Colombia between 2017 and 2021: a financial-actuarial approach. [PDF]

open access: yesCost Eff Resour Alloc, 2023
Espinosa O   +8 more
europepmc   +1 more source

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