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The combined stop-loss and quota-share reinsurance : conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer
Syuhada, Khreshna; Hakim, Arief; Sari, Suci - 2021
In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties. In this paper, we aim to explore a combination of these...
Persistent link: https://www.econbiz.de/10012598952
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The combined stop-loss and quota-share reinsurance: Conditional tail expectation-based optimization from the joint perspective of insurer and reinsurer
Syuhada, Khreshna; Hakim, Arief; Sari, Suci - In: Risks 9 (2021) 7, pp. 1-21
In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts are commonly agreed between these two parties. In this paper, we aim to explore a combination of these...
Persistent link: https://www.econbiz.de/10013200791