Narrow search
Showing 1 - 10 of 7,205
Cover Image
Initial premium, aggregate claims and distortion risk measures in XL reinsurance with reinstatements
Campana, Antonella; Ferretti, Paola - Dipartimento di Matematica Applicata, Università Ca' … - 2010
reinstatements in the case in which the aggregate claims are generated by a discrete distribution. In particular, we focus our study … on conditions ensuring feasibility of the initial premium, for example with reference to the limit on the payment of each … claim. Comonotonic exchangeability shows the way forward to a more general definition of the initial premium: some …
Persistent link: https://www.econbiz.de/10008682221
Cover Image
What do distortion risk measures tell us on excess of loss reinsurance with reinstatements ?
Campana, Antonella; Ferretti, Paola - Dipartimento di Matematica Applicata, Università Ca' … - 2008
In this paper we focused our attention to the study of an excess of loss reinsurance with reinstatements, a problem …
Persistent link: https://www.econbiz.de/10005076144
Cover Image
The fundamental theorem of mutual insurance
Albrecht, Peter; Huggenberger, Markus - In: Insurance / Mathematics & economics 75 (2017), pp. 180-188
Persistent link: https://www.econbiz.de/10011740817
Cover Image
The Design of Liability Rules for Highly Risky Activities - Is Strict Liability the Better Solution?
Nell, Martin; Richter, Andreas - 2001
Strict liability is widely seen as the most suitable way to govern highly risky activities, such as environmentally dangerous production or genetic engineering. The reason which is usually given for applying strict liability to these areas, is that not only efficient care is supposed to be...
Persistent link: https://www.econbiz.de/10005840839
Cover Image
Pricing Double-Trigger Reinsurance Contracts: Financial versus Actuarial Approach
Gründl, Helmut; Schmeiser, Hato - 2002
Risk transfer between primary insurance and reinsurance companies today takes place against a backdrop of major changes in international insurance and financial markets. One of these changes is the trend for the two markets to converge. This trend manifests itself in a growing number of product...
Persistent link: https://www.econbiz.de/10005840920
Cover Image
Risk-Adjusted Performance Measurement and Capital Allocation in Insurance Firms
Gründl, Helmut; Schmeiser, Hato - 2002
This contribution discusses a number of ideas for using a shareholder value approach to the problems of risk-adjusted performance measurement and the issue of capital allocation. We demonstrate that, if shareholder value is to be consistently maximised, then not only the total amount of equity...
Persistent link: https://www.econbiz.de/10005840921
Cover Image
Erklärungsansätze für vertragswidriges Verhalten von Versicherungsnehmern aus Sicht der ökonomischen Theorie
Nell, Martin; Schiller, Jörg - 2002
Ziel dieser Arbeit ist es, in die ökonomische Analyse des Versicherungsbetrugs einzuführenund einige grundlegende Determinanten für vertragswidriges Verhalten von Versicherungsnehmern aufzuzeigen. Dazu werden zunächst die strategischen Entscheidungsprobleme von Versicherungsneh-mern und...
Persistent link: https://www.econbiz.de/10005841121
Cover Image
New Risk-Based Capital Standards in the EU: A Proposal Based on Empirical Data
Schmeiser, Hato - 2002
The current EU rules governing the solvency of insurance companies essentially base the required minimum equity capital on the volume of insurance business the companies write. Thus, no attempt is made to identify or quantify the central risks borne by insurance companies. In response to...
Persistent link: https://www.econbiz.de/10005842147
Cover Image
International Insurance Fact Book
Insurance Information Institute <New York, NY>
This site provides various information about the international insurance industry. Included are rankings of the:<BR>Largest Life/Health Insurance Companies Largest Property/Casualty Insurance Companies World's Largest Reinsurance CompaniesWorld's Largest Brokers World's Largest Insurance Co. Mergers...
Persistent link: https://www.econbiz.de/10005842913
Cover Image
Nonparametric Tests for Positive Quadrant Dependence
Denuit, Michel; Scaillet, Olivier - 2001
This papfer deals with distributional free inference to test for positive quadrant dependence, i.e. for the probability that two variables are simultaneously small (or large) being at least as great as it would be were they dependent.
Persistent link: https://www.econbiz.de/10005843307