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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
Introduction Reinsurance is the transfer of risk from a direct insurer to a second insurance company, the reinsurer ... 2005, 2:142-160. [21] Chan, W. and Zhang, L., Direct derivation of finite-time ruin probabilities in ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments