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Securitization, insurance, and reinsurance
Cummins, John David; Trainar, Philippe - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 463-492
Persistent link: https://www.econbiz.de/10003877565
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Optimal insurance with divergent beliefs about insurer total default risk
Cummins, John David; Mahul, Olivier - In: Journal of risk and uncertainty : JRU 27 (2003) 2, pp. 121-138
Persistent link: https://www.econbiz.de/10001802679
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Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554
Persistent link: https://www.econbiz.de/10011848458
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Handbook of international insurance : between global dynamics and local contingencies
Cummins, John David (ed.); Venard, Bertrand (contributor) - 2007
Persistent link: https://www.econbiz.de/10003307864
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Optimal Reinsurance with One Insurer and Multiple Reinsurers
Boonen, Tim J. - 2015
In this paper, we consider a one-period optimal reinsurance design model with n reinsurers and an insurer. For very general preferences of the insurer, we obtain that there exists a very intuitive pricing formula for all reinsurers that use a distortion premium principle. The insurer determines...
Persistent link: https://www.econbiz.de/10013019602
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Demand for non-life insurance under habit formation
Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 38-54
Persistent link: https://www.econbiz.de/10012793908
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Reinsurance for natural and man-made catastrophes in the United States : current state of the market and regulatory reforms
Cummins, John David - In: Risk management and insurance review 10 (2007) 2, pp. 179-220
Persistent link: https://www.econbiz.de/10003637675
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The costs and benefits of reinsurance J. David Cummins; Georges Dionne; Robert Gagné; Abdelhakim Nouira
Cummins, John David; Dionne, Georges; Gagné, Robert; … - 2008
Persistent link: https://www.econbiz.de/10003742548
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The costs and benefits of reinsurance
Cummins, John David; Dionne, Georges; Gagné, Robert; … - In: 35th Seminar of the European Group of Risk and …, (pp. 1-31). 2008
Persistent link: https://www.econbiz.de/10003852379
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Convergence of insurance and financial markets : hybrid and securitized risk-transfer solutions
Cummins, John David; Weiss, Mary A. - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 493-545
Persistent link: https://www.econbiz.de/10003877623