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Effectively tackling reinsurance problems by using evolutionary and swarm intelligence algorithms

Salcedo-Sanz, Sancho; Carro-Calvo, Leo; Claramunt, Mercè; … - In: Risks : open access journal 2 (2014) 2, pp. 132-145

specifically, in reinsurance problems. In this area, the complexity of the models and assumptions considered in the definition of … the reinsurance rules and conditions produces hard black-box optimization problems (problems in which the objective … solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is …

Persistent link: https://www.econbiz.de/10010338035

Reducing risk through pooling and selective reinsurance using simulated annealing : an example from crop insurance

Porth, Lysa; Boyd, Milton; Pai, Jeffrey - In: The Geneva risk and insurance review 41 (2016) 2, pp. 163-191

Persistent link: https://www.econbiz.de/10011665503

An inclusive criterion for an optimal choice of reinsurance

El Attar, Abderrahim; El Hachloufi, Mostafa; Guennoun, … - In: Annals of financial economics 12 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011850387

Regulatory capital and asset risk transfer

Kim, Kyeonghee; Leverty, J. Tyler; Schmit, Joan Therese - In: The journal of risk & insurance 90 (2023) 4, pp. 1027-1061

Persistent link: https://www.econbiz.de/10014443644

Optimal non-life reinsurance under Solvency II regime

Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei - In: Insurance / Mathematics & economics 65 (2015), pp. 227-237

Persistent link: https://www.econbiz.de/10011428664

Optimal reinsurance : a risk sharing approach

Balbás de la Corte, Alejandro; Balbas, Beatriz; … - In: Risks : open access journal 1 (2013) 2, pp. 45-56

This paper proposes risk sharing strategies, which allow insurers to cooperate and diversify non-systemic risk. We deal with both deviation measures and coherent risk measures and provide general mathematical methods applying to optimize them all. Numerical examples are given in order to...

Persistent link: https://www.econbiz.de/10010199029