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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
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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
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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
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Journal of Industrial and Management Optimization, 2022 In this paper, we study a non-zero-sum investment and reinsurance game for two insurers. Each insurer's surplus process is described by a Brownian motion with drift. Both insurers are allowed to purchase proportional reinsurance and invest in a risk-free
Xue Dong, X. Rong, Hui Zhao
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Journal of Industrial and Management Optimization, 2022 In this paper, we consider an optimal mean-variance investment and reinsurance problem with delay and Common Shock Dependence. An insurer can control the claim risk by purchasing proportional reinsurance.
Sheng Li, Wei Yuan, Peimin Chen
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Optimal mean-variance reinsurance in a financial market with stochastic rate of return
Journal of Industrial and Management Optimization, 2021 In this paper, we investigate the optimal investment and reinsurance strategies for a mean-variance insurer when the surplus process is represented by a Cramer-Lundberg model.
Yingxu Tian, Junyi Guo, Zhongyang Sun
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Structured reinsurance deals with reference to relative market performance
Insurance, Mathematics & Economics, 2021 In this paper we study a specific type of structured reinsurance deals, for which the indemnification scheme is contingent upon the performance of the cedent, for instance measured in terms of his loss ratio compared to the average loss ratio of the ...
Léonard Vincent +2 more
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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
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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
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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
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