can also be offered by hedge funds. In principle, traditional reinsurance contracts are still preferred as a measure of … retrocession reinsurance market. There has been no comprehensive analysis of these instruments in academic literature to date …

reinsurance. …

is high, there is a greater supply of reinsurance to provide capacity to primary insurers. Originality/value – An …

France, Germany and Switzerland (primary markets) and for the European reinsurance industry. It is also aimed to test how the … of reinsurance in Europe as well as the money market rate. To test for the existence of cycles and calculate their length … markets of the three countries. The reinsurance price index is highly cyclical with a calculated cycle length of almost nine …

be an important advancement in pricing them for insurance/reinsurance purposes. In the absence of a realistic physical … reinsurance timeframe criterion in mind was used to define outbreaks. These outbreaks are used in a Monte-Carlo simulation process …

Purpose – Demonstrates the feasibility of, and introduces a practical approach to enhancing, reinsurance efficiency … using index-based instruments. Design/methodology/approach – First reviews the general mathematical framework of reinsurance … optimization. Next, illustrates how index-based instruments can potentially enhance reinsurance efficiency through a simple yet …