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Optimal reinsurance with premium constraint under distortion risk measures

Zheng, Yanting; Cui, Wei - In: Insurance / Mathematics & economics 59 (2014), pp. 109-120

Persistent link: https://www.econbiz.de/10010469167

Risk selection in natural disaster insurance : the case of France

Jametti, Mario (contributor); … - 2006

It is widely recognized that market failureʺ prevents efficient risk sharing in natural disaster insurance. As a consequence, many countries adopted institutional frameworks presenting public sector participation, often praised as public-private partnerships. We define risk selection as a...

Persistent link: https://www.econbiz.de/10003301201

On the pricing of intermediated risks : theory and application to catastrophe reinsurance

Froot, Kenneth; O'Connell, Paul G. J. - In: Journal of banking & finance 32 (2008) 1, pp. 69-85

Persistent link: https://www.econbiz.de/10003646971

An extension of Arrow's result on optimal reinsurance contract

Kaluszka, Marek; Okolewski, Andrzej - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 275-288

Persistent link: https://www.econbiz.de/10003713478

Rückversicherung Versus Indemnity Type Insurance Linked Securities : eine Arbitrageanalyse

König, Alexander; Brohm, Axel - In: Zeitschrift für die gesamte Versicherungswissenschaft … 95 (2006) 4, pp. 619-639

Persistent link: https://www.econbiz.de/10003398021

Effect of uncertainties in modeling tropical cyclones on pricing excess of loss reinsurance

Daneshvaran, Siamak; Morden, Robert E. - In: Economics and the wind, (pp. 47-61). 2005

Persistent link: https://www.econbiz.de/10003219251

Optimum excess-loss reinsurance : a dynamic framework

Tapiero, Charles S.; Zuckerman, Dror - 1980

Persistent link: https://www.econbiz.de/10002925079

Why have exchange-traded catastrophe instruments failed to displace reinsurance?

Gibson, Rajna (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003729137

Cat bonds and reinsurance : the competitive effect of information-insensitive triggers

Brandts, Silke N.; Laux, Christian - In: 34th Seminar of the European Group of Risk and …, (pp. 6-27). 2007

Persistent link: https://www.econbiz.de/10003758170

Optimal Reinsurance Design Based on Economic Premium Principle

Li, Kuangya; Zuo, Bichen; Wan, Honglang; Zhou, Lanxin - 2023

In this paper, we study optimal reinsurance based on the economic premium principle and distortion risk measures. The … considered on optimal reinsurance. Finally, we further assume that the joint distribution of the losses and market factors has a … copula with quadratic sections. We obtain the optimal reinsurance in a relatively simple form. At last, we simulate and …

Persistent link: https://www.econbiz.de/10014350736