Stop-loss reinsurance is a risk management tool that allows an insurance company to transfer part of their risk to a … reinsurance company. Ruin probabilities allow us to measure the effect of stop-loss reinsurance on the solvency of the primary … probability when no reinsurance is bought. We develop a finite-difference method for solving the (partial integro …

fixed proportion. It serves as a classical framework of a quota-share reinsurance contract for a given business line. Such a …

In this paper, we study two classes of optimal reinsurance models from the perspective of an insurer by minimizing its … reinsurance premium principles satisfy three basic axioms: distribution invariance, risk loading and stop-loss ordering preserving … obligated to pay more for larger loss, we show that the layer reinsurance is quite robust in the sense that it is always optimal …