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 …

This report makes use of a unique set of data on premiums and claims provided by global reinsurance companies to … examine the contribution that reinsurance has made to enhancing the capacity of the primary insurance market to manage …