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Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
through E, as shown on the Table 1 example capital consumption distribution: Table 1. Capital consumption ... $100MM. Table 2 shows the resulting capital consumption distribution net of each layer. Table 2. Capital ...- 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
Concurrent Simulation to Explain Reinsurance Market Price Dynamics This article discussed modeling ... can be assessed. F References Farmer, J. D., and S. Joshi. 2002. The Price Dynamics of Common Trading ...- 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