Risk transfer is a key risk and capital management tool for insurance companies. Transferring risk between insurers is … environment of insurers and consider capital costs and capital constraints at the level of individual insurance companies. We …

We solve the problem of an insurer who decides to optimally allocate a proportion (1-a(t)) of premiums to a re-insurance …

The optimal reinsurance contract is investigated from the perspective of an insurer who would like to minimise its risk … exposure under Solvency II. Under this regulatory framework, the insurer is exposed to the retained risk, reinsurance premium … and change in the risk margin requirement as a result of reinsurance. Depending on how the risk margin corresponding to …