Results 11 to 20 of about 739 (179)
Optimal Reinsurance-Investment Problem under Mean-Variance Criterion with n Risky Assets
Discrete Dynamics in Nature and Society, 2020 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
REINSURANCE MARKET UNDER THE GLOBAL RECESSION
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2016 In the article the reinsurance market during the global recession. Reinsurance market and its place in the global insurance space were studied. The nature of reinsurance market and peculiarities of its development were considered.
O. Prokofjeva
doaj +1 more source
Mathematics, 2020 This paper studies the time-consistent optimal investment and reinsurance problem for mean-variance insurers when considering both stochastic interest rate and stochastic volatility in the financial market.
Jiaqi Zhu, Shenghong Li
doaj +1 more source
THE PROBLEMS OF THE DOMESTIC REINSURANCE DEVELOPMENT IN CONDITIONS OF FINANCIAL INSTABILITY
Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 . Financial instability stems from the excessive volatility in the financial markets, the weakness of financial institutions and the inability of financial sector companies to fulfill their obligations, and it is no exception to insurance companies that ...
O. Stashchuk +2 more
doaj +1 more source
REINSURANCE SERVICE AND ITS ECONOMIC NATURE
Вісник Київського національного університету імені Тараса Шевченка. Серія Економіка, 2017 At the reinsurance market the object of purchase and sale is a specific product - a reinsurance service. According to several scientists' researches, the definition of a reinsurance service is clarified as a specific service in the form of selling ...
К. Tretiak
doaj +1 more source
Reinsurance Market in Russia Requires a Restart
Модернизация, инновация, развитие, 2017 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
Optimal excess of loss reinsurance-barrier dividend strategies with investment
Shenzhen Daxue xuebao. Ligong ban, 2022 The optimal barrier dividend problem under excess of loss reinsurance strategy has rarely been studied so far. We combine the risk factors such as market friction and terminal residual value with risk investment and risk control strategy, and study the ...
SUN Zongqi +3 more
doaj +1 more source
Voluntary medical insurance in Ukraine: state and prospects of development
Acta Medica Leopoliensia, 2021 Aim. The paper analyzes the state of the voluntary medical insurance in Ukraine and identifies the tendencies of its development. Material and Methods.
Z.S. Mysak
doaj +1 more source
Contabilidad y Negocios: Revista del Departamento Académico de Ciencias Administrativas, 2015 The recent entry of new reinsurers, besides the traditional/state/monopolist, changed the domestic insurance market, changing in profound ways how insurance companies work with reinsurance transactions.
Gabriel Almeida Caldas +2 more
doaj +1 more source
Value and Prices in a Reinsurance Market [PDF]
ASTIN Bulletin, 1979 This paper concerns the Borch model of a reinsurance market seen as a model of an economy under uncertainty.In a market of this type the goods traded are unit coverings contingent to a particular state of nature (n-tuple of claims).Our idea is to regard the probability of a state of nature as a sort of intrinsic value of the related contingent covering.
openaire +2 more sources