macroprudential insurance regulation. …

Risk transfer is a key risk and capital management tool for insurance companies. Transferring risk between insurers is … environment of insurers and consider capital costs and capital constraints at the level of individual insurance companies. We …. However, from a network perspective, we derive a unique fair solution in the sense of cooperative game theory. Implications …

insurance. I compare models with deterministic and stochastic hazard rate of death to a model without mortality risk. Mortality … influences optimal controls and wealth evolution. The insurance is used to ensure optimal bequest such that there is no … accidental bequest. In the absence of the insurance, the biggest part of bequest is accidental. …

. The asset modeling framework leads to the proliferation of inappropriate assumptions about the effect of insurance line of … insurance parameter risk. …

security used to hedge the risk is similar to a CAT bond. This work looks at the incentives associated with insurance …