risky investment, underwriting, reinsurance, and hedging; and ii) the allocation of risk across all of these opportunities …

risky investment, underwriting, reinsurance, and hedging; and (ii) the allocation of risk across all of these opportunities …

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 …