. The primary insurer’s point of view is documented in terms of assessment of risk and payment of reinsurance premium. A … reinsurance. Assuming the classical compound Poisson risk model with choices of claim size distributions (classified as heavy … LCR reinsurance than for EOL while still maintaining company value. Both methods reduce risk considerably as compared with …

stochastic ordering so that the valuation risk–loading, and thus risk premiums, generated by the measure distortion is an ordered …. The distribution function accounts for model risk in relation to the empirical distribution of the risk process, while the … quantile function models the response to the risk source as perceived by, e.g., a market agent. This gives rise to a sys- tem …