for the insurance industry. Against this background, the combination of reinsurance and capital market solutions … and idiosyncratic risks. We focus on the impact of regulation on risk transfer, by differentiating reinsurance and … to quite different results in terms of global risk-sharing. reinsurance ; risk sharing ; risk measures ; longevity risk …

This paper studies life reinsurance as a solution to default risk in equity-linked life insurance products with surplus … reinsurer and the insurer. In both cases, we analyze the existence of proportional reinsurance and the impact of the insurer …’s investment strategies on optimal reinsurance. We find that the more risky the insurer’s investment portfolio is, the more risk …