Effect of stop-loss reinsurance on primary insurer solvency
Year of publication: |
2022
|
---|---|
Authors: | Constantinescu, Corina ; Dias, Alexandra ; Li, Bo ; Siska, David ; Wang, Simon |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 10.2022, 10, Art.-No. 193, p. 1-15
|
Subject: | finite-difference method | reinsurance | ruin probability | stop-loss | Theorie | Theory | Risikomodell | Risk model | Rückversicherung | Reinsurance | Versicherungsmathematik | Actuarial mathematics |
-
The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation
Fan, Yuguang, (2017)
-
Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin, (2019)
-
On the rating of excess of loss reinsurance treaties with reinstatement
Heilmann, Wolf-Rüdiger, (1993)
- More ...
-
Risk models with premiums adjusted to claims number
Li, Bo, (2015)
-
Automated Market Makers Designs Beyond Constant Functions
Cartea, Álvaro, (2023)
-
Incentives for Model Calibration on Decentralized Derivatives Exchanges : Consensus in Continuum
Siska, David, (2020)
- More ...