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Actuarial pricing with financial methods

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Scandinavian actuarial journal 2023 (2023) 5, pp. 450-476

Persistent link: https://www.econbiz.de/10014336588

Modeling the optimal combination of proportional and stop-loss reinsurance with dependent claim and stochastic insurance premium

Sari, Suci Fratma; Hakim, Arief; Magdalena, Ikha; … - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-20

This paper investigates an optimal reinsurance policy using a risk model with dependent claim and insurance premium by … distribution and the Farlie–Gumbel–Morgenstern (FGM) copula-based bivariate exponential distribution. The reinsurance premium paid … optimal combination of proportional and stop-loss reinsurance for the insurer. Specifically, with a constrained reinsurance …

Persistent link: https://www.econbiz.de/10014305958

Reinsurance : Actuarial and Statistical Aspects

Albrecher, Hansjöerg - 2017

Intro -- Title Page -- Copyright page -- Contents -- Preface -- Chapter 1 Introduction -- 1.1 What is Reinsurance? -- 1 ….2 Why Reinsurance? -- 1.3 Reinsurance Data -- 1.3.1 Case Study I: Motor Liability Data -- 1.3.2 Case Study II: Dutch Fire … Reinsurance Forms and their Properties -- 2.1 Quota-share Reinsurance -- 2.1.1 Some Practical Considerations -- 2.2 Surplus …

Persistent link: https://www.econbiz.de/10012684231

Nicht-proportionale Rückversicherungsmodelle : Präferenzmessung mit dem CVaR im Versicherungsgeschäft

Wagner, Maik - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009230464

Land resilience and tail dependence among crop yield distributions

Du, Xiaodong; Hennessy, David A.; Feng, Hongli - 2015

Persistent link: https://www.econbiz.de/10012386940

Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities

Geluk, J.L.; Vries, C.G. de - Tinbergen Instituut - 2004

and retrocession practices in the reinsurance industry expose different reinsurers to the same subexponential risks on …

Persistent link: https://www.econbiz.de/10011255556

Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities

Geluk, J.L.; de Vries, de Vries, C.G. - Faculteit der Economische Wetenschappen, Erasmus … - 2004

practices in the reinsurance industry, for reasons of diversification, exposes different reinsurers to the same risks on both …

Persistent link: https://www.econbiz.de/10010837709

Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities

Geluk, J.L.; Vries, C.G. de - Tinbergen Institute - 2004

and retrocession practices in the reinsurance industry expose different reinsurers to the same subexponential risks on …

Persistent link: https://www.econbiz.de/10005281962

Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities

Geluk, J.L.; Vries, C.G. de - Erasmus University Rotterdam, Econometric Institute - 2004

practices in the reinsurance industry, for reasons of diversification, exposes different reinsurers to the same risks on both …

Persistent link: https://www.econbiz.de/10004991125

The challenge of an ageing population

1992

Persistent link: https://www.econbiz.de/10000895547