Results 1 to 10 of about 720 (160)
Time-consistent robust investment-reinsurance strategy with common shock dependence under CEV model. [PDF]
PLoS ONEThis paper investigates the optimal robust equilibrium investment and reinsurance strategy in a model with common shock dependent claims for an ambiguity-averse insurer (AAI). Suppose that the insurance company can purchase proportional reinsurance whose
Lu Li, Zhijian Qiu
doaj +2 more sources
Cognitive modeling of reinsurance flows on the global reinsurance market [PDF]
Geopolitics under Globalization, 2016 The article studies one of the areas of the world globalization processes – formation, interaction and regulation of financial flows of world reinsurers.
Olga Kozmenko, Olha Kuzmenko
doaj +2 more sources
Inquiry: The Journal of Health Care Organization, Provision, and Financing, 2019 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 +2 more sources
Reinsurance-investment game between two α-maxmin mean-variance insurers. [PDF]
PLoS ONEThis paper examines a non-zero-sum stochastic differential reinsurance-investment game between two competitive insurers under the [Formula: see text]-maximin mean-variance criterion.
Qian Zhang, Guoyong Zhou, Jing Fu
doaj +2 more sources
Mathematics, 2021 In this paper, we study the optimal investment and reinsurance problem of an insurance company whose investment preferences are described via a forward dynamic exponential utility in a regime-switching market model. Financial and actuarial frameworks are
Katia Colaneri +2 more
doaj +3 more sources
THE FEATURES OF THE WORLD REINSURANCE MARKET
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2014 In the article the worldwide reinsurance market during the global recession and the main players of the market. Also analyzed key indicators and the most devastating losses for 2008-2012.
E. Prokofjeva
doaj +2 more sources
REINSURANCE IN BELARUS: MARKET ANALYSIS AND NEW CHALLENGES IN MODERN CONDITIONS
Research on Enterprise in Modern Economy Theory and Practice, 2022 Background and Objective: Reinsurance plays an important role in ensuring the financial stability of the insurance company and is one of the effective mechanisms of risk management.
Galina Korjenevskaya
doaj +1 more source
The Core of a Reinsurance Market [PDF]
ASTIN Bulletin, 1981 In a series of celebrated papers, K. Borch characterized the set of the Pareto-optimal risk exchange treaties in a reinsurance market. However, the Pareto-optimality and the individual rationality conditions, considered by Borch, do not preclude the possibility that a coalition of companies might be better off by seceding from the whole group.
Baton, Bernard, Lemaire, Jean
openaire +2 more sources
The Bargaining Set of a Reinsurance Market [PDF]
ASTIN Bulletin, 1981 This paper uses the same notations and some of the results of Baton and Lemaire (1981). The reader is referred to that work for more details about the classical risk exchange model, which will not be recalled here. The main result of that former paper was to characterize the core of the market in the case of exponential utilities, and to show that it ...
Baton, Bernard, Lemaire, Jean
openaire +2 more sources
Atmosphere, 2020 The increasing frequency and severity of natural catastrophes due to climate change is expected to cause higher natural disaster losses in the future.
Max Tesselaar +2 more
doaj +1 more source