Results 191 to 200 of about 3,100,512 (242)

Subgame perfect Nash equilibria in large reinsurance markets

Insurance, Mathematics & Economics
We consider a model of a reinsurance market consisting of multiple insurers on the demand side and multiple reinsurers on the supply side, thereby providing a unifying framework and extension of the recent literature on optimality and equilibria in ...
Maria Andraos, Mario Ghossoub, M. B. Zhu
semanticscholar   +1 more source

Optimal Excess-of-Loss Reinsurance Contract in a Dynamic Risk Model

Statistics, Optimization & Information Computing
This paper studies the optimal excess-of-loss reinsurance contract between an insurer and a reinsurer in a dynamic risk model. The risk process is assumed to be a diffusion approximation process of the classical Cramer-Lundberg model which is perturbed ...
Abouzar Bazyari
semanticscholar   +1 more source

n-Agent reinsurance and investment games for mean-variance insurers under multivariate 4/2 stochastic covariance model

Communications in Statistics - Theory and Methods
. In this study, we investigate the time-consistent equilibrium reinsurance-investment strategy for n competitive insurers under the mean-variance criterion. Each insurer can purchase proportional reinsurance for reducing the claim risk and invest in the
Ning Bin, Huainian Zhu
semanticscholar   +1 more source

Reinsurance in America: Regulatory Regimes and Markets

SSRN Electronic Journal, 2018
Despite its large size and long history of insurance and insurable catastrophes and disasters, the United States of America has always lagged in the development of reinsurance companies, an industry still dominated by European and offshore domiciled reinsurers.
openaire   +1 more source

Development of reinsurance market in Georgia

Business and Legislation, 2023
Koba Basilaya, Lasha-Giorgi Simonishvili-Jakeli   +1 more
openaire   +1 more source

Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence

Journal of Applied Mathematics and Computation, 2018
Zhibin Liang, K. Yuen, Caibin Zhang
semanticscholar   +2 more sources

Regulating Reinsurance in the Global Market [PDF]

The Geneva Papers on Risk and Insurance - Issues and Practice, 2002
Marie-Louise Rossi, Nicholas Lowe
openaire   +1 more source

Optimal mean–variance investment/reinsurance with common shock in a regime-switching market

Mathematical Methods of Operations Research, 2019
Junna Bi, Zhibin Liang, K. Yuen
semanticscholar   +1 more source

On the Corporate Demand for Risk Management: Evidence from the Global Reinsurance Market

, 2015
Muhammed Altuntas, J. R. Garven, Jannes Rauch   +2 more
semanticscholar   +1 more source

The Reinsurance Markets

2020
openaire   +1 more source