The existing literature on investment and reinsurance is limited to the study of continuous-time problems, while discrete-time problems are always ignored by researchers. In this study, we first discuss a multi-period investment and reinsurance optimization problem under the classical...

In Notice 2014-52, 2014-42 I.R.B. 712 (the Inversion Notice), the Internal Revenue Service described additions that will be made to the Treasury regulations under section 7874 of the Internal Revenue Code to curb inversions. As discussed in this article, the Inversion Notice targets the use of...

The dynamics of insurance companies amount in Ukraine, Russia and СЕА for period from 2001 to 2008 years, the tendency of internal insurance market changes, analysis of the largest foreign groups represented in equity of the Ukrainian insurance companies are stressed in the article

The article offers the indicator of the general level of integration (quantitative estimation of convergence) of the banking, insurance and reinsurance markets as a result of integration processes by identifying the numerical values of this indicator with subsequent qualitative interpretation on...

In Notice 2014-52,1 the U.S. Internal Revenue Service (“IRS”) described several additions that will be made to the Treasury regulations under section 78742 to curb transactions that are commonly called “inversions.” According to Notice 2014-52, one of those additions will target the use...

In this paper, we consider a one-period optimal reinsurance design model with n reinsurers and an insurer. For very general preferences of the insurer, we obtain that there exists a very intuitive pricing formula for all reinsurers that use a distortion premium principle. The insurer determines...