Search Results - subject_exact:"Reinsurance"

Equilibrium in the insurance chain under risk and ambiguity aversion

Lima, Luis Adrián - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650822

Copula-based risk aggregation and the significance of reinsurance

Dias, Alexandra; Ismail, Isaudin; Zhang, Aihua - 2025

Insurance companies need to calculate solvency capital requirements in order to ensure that they can meet their future obligations to policyholders and beneficiaries. The solvency capital requirement is a risk management tool essential for addressing extreme catastrophic events that result in a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358934

Catastrophe insurance decision making when the science is uncertain

Bradley, Richard - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015450287

The transformation of the life insurance industry : systemic risks and policy challenges

Aquilina, Matteo; Garavito, Fabian; Gelos, Gaston; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609546

On the distance to the desired terminal surplus distribution under reinsurance

Eisenberg, Julia; Landsman, Zinoviy - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015543032

Risk sharing in equity-linked insurance products : Stackelberg equilibrium between an insurer and a reinsurer

Havrylenko, Yevhen; Hinken, Maria; Zagst, Rudi - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014485603

Unmitigated disasters? : risk sharing and macroeconomic recovery in a large international panel

Von Peter, Goetz; Aschenbrenner- von Dahlen, Sebastian; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015573395

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Unmitigated disasters? : risk-sharing and macroeconomic recovery in a large international panel

Von Peter, Goetz; Aschenbrenner- von Dahlen, Sebastian; … - 2024

Book / Working Paper

Incentive-compatible unemployment reinsurance for the Euro Area

Karajvanov, Alexander K.; Mojon, Benoît; Silva, Luiz … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014520869

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Incentive-Compatible Unemployment Reinsurance for the Euro Area

Karajvanov, Alexander K.; Mojon, Benoît; Silva, Luiz … - 2024

Book / Working Paper

The use of clustering in analysis of business lines in the insurance industry in conditions of crisis : the case of Lloyd's of London

Frączek, Bożena; Roch, Zuzanna - 2024

In an era of the overlapping effects of the Covid pandemic and the conflict in Ukraine, it is worth taking a closer look at the markets that focus on risk management, that is, the insurance market, in terms of its further organization and development. The aim of the paper is to examine how the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189747

The effect of risk management on direct and indirect capital structure deviations

Li, Xiaoyi; Shiu, Yung-Ming - 2024

This study explores the effect of risk management on capital structure deviations. Specifically, we innovatively classify capital structure deviations into direct and indirect deviations, with our classification being based on deviations resulting mainly from changes in either actual or target...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325282

Selected reinsurance models

Heilpern, Stanisław - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326080

Consolidation of the US property and casualty insurance industry : is climate risk a causal factor for mergers and acquisitions?

Dionne, Georges; Fenou, Akouété; Mnasri, Mohamed - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013549867

Consolidation of the US property and casualty insurance industry : is climate risk a causal factor for mergers and acquisitions? : (final report)

Dionne, Georges; Fenou, Akouété; Mnasr, Mohamed - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014234012

CAT bonds : a suitable systemic approach for handling catastrophic risks in the Czech Republic?

Tisová, Petra; Ducháčková, Eva; Stádník, Bohumil - 2023

Catastrophic natural events in the Czech Republic have always caused a considerable burden on public finance. However, this risk can be transferred to capital market investors through CAT bonds, which have never been used for this purpose in the Czech Republic. The paper deals with the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014516261

Normative practices, narrative fallacies? : international reinsurance and its history

Pearson, Robin - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014305664

Some optimisation problems in insurance with a terminal distribution constraint

Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014383890

Irreversible reinsurance : minimization of capital injections in presence of a fixed cost

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015189220

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Irreversible reinsurance : minimization of capital injections in presence of a fixed cost

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria Laura - 2023

Book / Working Paper

Equivalence and insurance

Van den Hurk, Arthur - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014479067

Market self-organization and the invisible hand of politics in global risk-trading

Seddon, Jack - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014226475

A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015049386

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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023

Book / Working Paper

A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023

Book / Working Paper

A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2022 - Revised in January 2023

Edition: Revised in January 2023

Book / Working Paper

A Multi-Agent Incomplete Equilibrium Model and Its Applications to Reinsurance Pricing and Life-Cycle Investment

Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023

Book / Working Paper

The role of the SII review in calculating volatility adjustments

Hamm, Adrian - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655171

Static risk measures in a frequency-severity framework with systematic risk : application in reinsurance

Assa, Hirbod - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371153

Insurance in a fragmented world economy

Schanz, Kai-Uwe - 2025

Global events and geopolitical upheavals, from the COVID-19 pandemic to the US-China trade conflict and Russia-Ukraine war, have propelled the world towards geoeconomic fragmentation. This trend is exemplified by shifts away from free trade and globally integrated supply chains in favour of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015187642

How do underwriting and investment activities affect P&C insurers' capital adjustments? : evidence from Canada

Guidara, Alaa; Lai, Van Son; Yu, Min-Teh; Zhao, Yang - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015194600

Optimal reinsurance from an optimal transport perspective

Acciaio, Beatrice; Albrecher, Hansjörg; García … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432078

On mean-variance optimal reinsurance-investment strategies in dynamic contagion claims models

Santacroce, Marina; Trivellato, Barbara - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593670

Worst-case reinsurance strategy with likelihood ratio uncertainty

Landriault, David; Liu, Fangda; Shi, Ziyue - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550234

Effect of inflation on insurers' main financial indicators with panel data in the US P&C insurance industry

Dionne, Georges; Desjardins, Denise - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015555359

Does reinsurance affect capital structure deviations? : evidence from US property-casualty insurers

Li, Xiaoyi; Shiu, Yung-Ming - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484781

Mean-variance investment and reinsurance optimization with stochastic interest rate and volatility

Bian, Lihua; Shen, Yang; Zhang, WenJun; Zou, Bin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534210

Effects of traditional reinsurance on demographic risk under the Solvency II framework

Bianchessi, Emily; Clemente, Gian Paolo; Della Corte, … - 2025

This paper investigates the role of proportional reinsurance as a practical and flexible tool for managing demographic risk in life insurance, with a focus on its impact on both the Solvency Capital Requirement (SCR) and expected profitability. While much of the existing literature focuses on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515244

Mind the climate-related protection gap : reinsurance pricing and underwriting considerations

Möhr, Christoph; Yong, Jeffery; Zweimueller, Manuela - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015402196

A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses

Dionne, Georges; Desjardins, Denise - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013198861

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A re-examination of the U.S. insurance market's capacity to pay catastrophe losses

Dionne, Georges; Desjardins, Denise - 2022

Book / Working Paper

Risk management and the cost of equity : evidence from the United Kingdom's non-life insurance market

Upreti, Vineet; Adams, Michael B.; Jia, Yihui - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013373292

The introduction of an EU unemployment reinsurance system : income protection and maintenance of consumption

Trunk, Aleš; Stubelj, Igor - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013362956

Effect of stop-loss reinsurance on primary insurer solvency

Constantinescu, Corina; Dias, Alexandra; Li, Bo; Siska, … - 2022

Stop-loss reinsurance is a risk management tool that allows an insurance company to transfer part of their risk to a reinsurance company. Ruin probabilities allow us to measure the effect of stop-loss reinsurance on the solvency of the primary insurer. They further permit the calculation of the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013556669

Equalization reserves for reinsurance and non-life undertakings in Switzerland

Breuer, Anja; Staudt, Yves - 2022

Equalization reserves is an insurance liability with features of own capital. By law, Swiss reinsurance and non-life undertakings must hold equalization reserves within their statutory accounts. Regarding Swiss solvency modeling, the equalization reserves are set to zero. Swiss reinsurance and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013093189

Non-damage business interruption insurance policies during the COVID-19 pandemic

Brogi, Marina; Lagasio, Valentina; Santoboni, Fabrizio - 2022

Pandemic risks, such as Covid-19, are difficult to insure as they are characterized by multiple factor risks and losses and involve different types of businesses and people simultaneously. The scarcity of time series and statistical data prevents insurers from developing correct pricing. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014466521

Disaster risk financing : limiting the fiscal cost of climate-related disasters

Radu, Diana - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014311449

The use of clustering in analysis of business lines in the insurance industry in conditions of crisis: The case of Lloyd's of London

Frączek, Bożena; Roch, Zuzanna - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326030

Irreversible reinsurance: minimization of capital injections in presence of a fixed cost

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373205

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Irreversible reinsurance: Minimization of capital injections in presence of a fixed cost

Federico, Salvatore; Ferrari, Giorgio; Torrente, Maria Laura - 2023

Book / Working Paper

Optimal reinsurance under a new design : two layers and multiple reinsurers

Yao, Dingjun; Zhu, Jinxia - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014552129

Generic framework for a coherent integration of experience and exposure rating in reinsurance

Bernegger, Stefan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015154558

Life reinsurance under perfect and asymmetric information

Chen, An; Hinken, Maria; Shen, Yang - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015052475

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Life Reinsurance Under Perfect and Asymmetric Information

Chen, An; Hinken, Maria; Shen, Yang - 2023

Book / Working Paper

Optimal reinsurance via BSDEs in a partially observable model with jump clusters

Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015130335

Digital platform ecosystems in insurance : connecting with customers in new ways

Jia, Ruo - 2024

Digital platform ecosystems are making it easier for insurers to reach customers at lower cost and increase customer engagement. Policyholders benefit from more convenient access to insurance, embedding of coverage into other products and services such as travel services, and more personalised...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015187656