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Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness This paper shows how Tranched ... different indicated reinsurance purchases than does the ISA. 6442453316 2/1/2014 12:00:00 AM ...- Authors: Donald F Mango, John Major, Avraham Adler, Claude B Bunick
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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Concurrent Simulation to Explain Reinsurance Market Price Dynamics
modeling the P&C reinsurance market using an Agent Based Model to provide insights into the market ... market. The characteristics of this marketplace provide credibility to this type of modeling. Specifically ...- Authors: Donald F Mango, Jens Alkemper
- Date: Nov 2005
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Modeling & Statistical Methods; Reinsurance