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New approaches to managing catastrophic insurance risk

Hommel, Ulrich; Ritter, Mischa - In: Risk management : challenge and opportunity ; with 125 …, (pp. 341-367). 2005

Persistent link: https://www.econbiz.de/10002447912

Risk transfer to the capital markets : a complementary tool for reinsurers?

Jeworrek, Torsten; Schäfer, Dirk; Holliger, Beat - In: Convergence of capital and insurance markets, (pp. 21-53). 2009

Persistent link: https://www.econbiz.de/10003896310

Managing catastrophic risk with financial instruments

Hommel, Ulrich - In: Risk management : challenge and opportunity : with 37 …, (pp. 40-62). 2000

Persistent link: https://www.econbiz.de/10001495897

The reinsurance price and the insurance cycle

Meier, Ursina B.; Outreville, J. François - 2003

Persistent link: https://www.econbiz.de/10002112384

The impact of the secondary market on life insurers' surrender profits

Gatzert, Nadine; Hoermann, Gudrun; Schmeiser, Hato - In: 35th Seminar of the European Group of Risk and …, (pp. 1-22). 2008

Persistent link: https://www.econbiz.de/10003852398

Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer

Bi, Junna; Meng, Qingbin; Zhang, Yongji - In: Stochastic methods in reliability and risk management : …, (pp. 43-59). 2014

Persistent link: https://www.econbiz.de/10010238846

Statistical analysis of catastrophic events

Teugels, Jef L.; Vandewalle, B. - In: Coping with uncertainty : modeling and policy issues, (pp. 105-117). 2006

Persistent link: https://www.econbiz.de/10003394826

Are there comovements in the default risk of reinsurance companies?

Burkart, Oliver - In: 33rd Seminar of the European Group of Risk and …, (pp. 5-19). 2007

Persistent link: https://www.econbiz.de/10003506297

Pareto models for risk management

Charpentier, Arthur; Flachaire, Emmanuel - In: Recent econometric techniques for macroeconomic and …, (pp. 355-387). 2021

The Pareto model is very popular in risk management, since simple analytical formulas can be derived for financial downside risk measures (value-at-risk, expected shortfall) or reinsurance premiums and related quantities (large claim index, return period). Nevertheless, in practice,...

Persistent link: https://www.econbiz.de/10012395554

Private money creation and shadow banking: the demand and supply of safe, short-term assets

Hense, Florian - In: Essays on the role of money and credit in monetary policy, (pp. 74-118). 2016

Persistent link: https://www.econbiz.de/10011647029