We study risk-minimization for a large class of insurance contracts. Given that the individual progress in time of …-Kunita-Watanabe decomposition for a general insurance contract and specify risk-minimizing strategies in a Brownian financial market setting. The …

We study the optimal insurance design problem. This is a risk sharing problem between an insured and an insurer. The … main novelty in this paper is that we study this optimization problem under a risk-adjusted premium calculation principle … for the insurance cover. This risk-adjusted premium calculation principle uses the cost-of-capital approach as it is …

the impact of major risk factors on the response variables, such as claim frequency or claim severity. In this work, we … consider the modelling problems of how claim counts, claim amounts and average loss per claim are related to major risk factors … dominant risk factors are identified. The contribution of this work is in making advanced mathematical models possible for …

The aim of the article is to identify the risk factors affecting bancassurance development in Poland. The development … is understood here as a change of gross written premiums obtained through banks in Poland. The group of risk factors … importance of insurance distribution in banks. Significant risk factors (statistically significant) which determine gross …

This article considers an economy where risk is insurable, but selection determines the pool of individuals who take it … expenditures in the U.S. to understand the role of changes in the medical risk distribution on the fraction of Americans without … medical insurance. We find that both the level and the shape of the distribution of risk are important in determining the …

, which constitute a very important systemic risk factor. Interlinkages between insurers and their dynamics have a direct … impact on systemic risk contagion in the insurance sector. Herein, we propose a new hybrid approach to the analysis of … 2005–2019. The contribution to systemic risk of each institution is determined by analyzing the deltaCoVaR time …