experiments are carried out on a set of portfolios to be optimized for an EU-based non-life insurance company. Both performance …

empirical model on real data, the Danish fire insurance data. Our empirical model accomplishes two things. Primarily, compared … to the present literature, this paper innovates the fitting of Danish fire insurance data using a composite model with a … random threshold. Secondly we prove, by fitting the Danish fire insurance data, that for large insurance companies the …

Longevity risk constitutes an important risk factor for life insurance companies, and it can be managed through …

Participating life insurance contracts entitle the policyholder to participate in the company’s annual surplus … heterogeneous insurance portfolio under Solvency II, taking into account the complex interrelation between minimum interest … illustrate our findings, we set up a stochastic balance sheet and cash flow projection model for a stylized life insurance …

We study the dynamics of the one-year change in P&C insurance reserves estimation by analyzing the process that leads … to the ultimate risk in the case of “fixed-sum” insurance contracts. The random variable ultimately is supposed to follow …

guarantor of financial insurance. The goal of this study is the formation of a process approach in enterprise management …

risks and profitability in Russian insurance companies in the context of digitalization. Structurally, the study consisted … of a comprehensive analysis of the insurance market in the Russian Federation, as well as an identification of the … components of the risk management process of insurance companies in the context of digitalization. Documents containing key …