but also expense volatility. To measure the effect of risk mitigation, suitable reinsurance strategies are pursued. We … analyze how nai͏̈ve coverage as conventional Quota Share and Excess of Loss reinsurance may modify the exact moments of the …

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 …

This paper studies an optimal reinsurance problem of Pareto-optimality when the contract is subject to default of the …

reinsurance treaties in premium risk modelling. We analyse the proposals of both Quantitative Impact Study 5 and Commission … appears to be a feasible and much more consistent approach to describe the effect of non-proportional reinsurance on premium …