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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal ... reinsurance by proposing another model for the determination of the optimal reinsurance design. Value at ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Optimal reinsurance problems involving risk measures
measures This abstract describes a paper that studies the optimal reinsurance problem when risk is measured ... will show no sensitivity, insofar as it will solve the optimal reinsurance problem for many risk measures ...- Authors: Beatriz Balbas-Aparicio
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Reinsurance