Insurance companies assume risk on behalf of policyholders. They mitigate these risksby acquiring insurance with reinsurers. Through the use of reinsurance, an insurer can reducerisk, stabilise its solvency, use available capital more efficiently and expand underwritingcapacity. Reinsurance...

In this article, we establish integrated models to determine the necessary economical capital, investment and reinsurance strategies concurrently based on the criteria of minimizing the total frictional cost, Solvency II and Swiss Solvency Test respectively. We consider different structures of...

In the market economy, security is a branch of the services sector contributes not only to the protection of property and persons against various risks taken in insurance, but also to the GDP, participates as a bidder, capital market loan investments made ​​by investment resources or market...