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De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information

Hu, Xiang; Duan, Baige; Lianzeng, Zhang - In: Insurance / Mathematics & economics 76 (2017), pp. 48-55

Persistent link: https://www.econbiz.de/10011774768

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior

Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015

The computation of various risk metrics is essential to the quantitative risk management of variable annuity guaranteed benefits. The current market practice of Monte Carlo simulation often requires intensive computations, which can be very costly for insurance companies to implement and take so...

Persistent link: https://www.econbiz.de/10010464782

Longevity trend risk over limited time horizons

Richards, Stephen J.; Currie, Iain D.; Kleinow, Torsten; … - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 262-277

Persistent link: https://www.econbiz.de/10012307355

Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling

Stupfler, Gilles; Yang, Fan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 375-411

Persistent link: https://www.econbiz.de/10011875609

The government of reinsurer of catastrophe risks?

Bruggeman, Véronique; Faure, Michael G.; Fiore, Karine - In: The Geneva papers on risk and insurance - issues and … 35 (2010) 3, pp. 369-390

Persistent link: https://www.econbiz.de/10008904967

Optimal risk financing in large corporations through insurance captives

Picard, Pierre; Pinquet, Jean - In: The Geneva risk and insurance review 38 (2013) 1, pp. 48-86

Persistent link: https://www.econbiz.de/10009758403

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

Financial instruments for managing disaster risks related to climate change

Wolfrom, Leigh; Yokoi-Arai, Mamiko - In: Financial market trends 108 (2015) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10011494623

A re-examination of the U.S. insurance market's capacity to pay catastrophe losses

Dionne, Georges; Desjardins, Denise - 2022

Persistent link: https://www.econbiz.de/10013253118

A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses

Dionne, Georges; Desjardins, Denise - 2022

Persistent link: https://www.econbiz.de/10013198861

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