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Reinsurance of multiple risks with generic dependence structures

Guerra, Manuel; Moura, Alexandra Bugalho de - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 547-571

Persistent link: https://www.econbiz.de/10012793952

Optimal risk-sharing across a network of insurance companies

Ettlin, Nicolas; Farkas, Walter; Kull, Andreas; … - In: Insurance / Mathematics & economics 95 (2020), pp. 39-47

Persistent link: https://www.econbiz.de/10012419227

An evolutionary strategy for multiobjective reinsurance optimization

Román, Sebastián; Villegas, Andrés M.; Villegas, Juan G. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1661-1677

Persistent link: https://www.econbiz.de/10012229185

The role of a representative reinsurer in optimal reinsurance

Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 70 (2016), pp. 196-204

Persistent link: https://www.econbiz.de/10011597268

Risk-adjusted Bowley reinsurance under distorted probabilities

Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying - In: Insurance / Mathematics & economics 86 (2019), pp. 64-72

Persistent link: https://www.econbiz.de/10012058684

The effect of non-proportional reinsurance : a revision of Solvency II Standard Formula

Clemente, Gian Paolo - In: Risks : open access journal 6 (2018) 2, pp. 1-13

reinsurance treaties in premium risk modelling. We analyse the proposals of both Quantitative Impact Study 5 and Commission … appears to be a feasible and much more consistent approach to describe the effect of non-proportional reinsurance on premium …

Persistent link: https://www.econbiz.de/10011866519