In a bonus-malus system in car insurance, the bonus class of a customer is updated from one year to the next as a …

This paper investigates an optimal reinsurance policy using a risk model with dependent claim and insurance premium by … assuming that the insurance premium is random. Their dependence structure is modeled using Sarmanov’s bivariate exponential …

second moments of this jump-diffusion process are used to calculate the insurance premium based on mean-variance principle …

des Versicherers berücksichtigt. -- insurance demand ; optimal insurance pricing ; stochastically distributed risk …

This paper studies the stochastic modeling of market drawdown events and the fair valuation of insurance contracts … asset value. We first consider a vanilla insurance contract whereby the protection buyer pays a constant premium over time … of the drawdown time, which will serve as the building block for drawdown insurance with early cancellation or drawup …