1
-
6
of
6
results (0.52 seconds)
Sort By:
-
Modeling Spatial Dependence and Optimal Retention for a Reinsurance Decision Model Under a Copula Framework
Optimal Retention for a Reinsurance Decision Model Under a Copula Framework This abstract describes a paper ... spatial reinsurance questions and maps the nonlinear dependencies of loss cost ratios across geographic regions ...- Authors: Jeffrey S Pai, Lysa Porth, Milton Boyd
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
-
Estimating the required surplus, benchmark profit, and optimal reinsurance retention for an insurance enterprise using the compound Poisson distribution
Estimating the required surplus, benchmark profit, and optimal reinsurance retention for an insurance ... insurance enterprise using the compound Poisson distribution This abstract describes a paper that presents an ...- Authors: Joseph A Boor
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
-
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
-
Simulation of Correlated Levy Negative Binomial Processes for Quantitative Risk Modelling
Simulation of Correlated Levy Negative Binomial Processes for Quantitative Risk Modelling 3/13/2019 ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Reinsurance
-
Investment and Reinsurance Options with Dynamic Financial An
Investment and Reinsurance Options with Dynamic Financial An This abstract ... Analysis;Simulation;Investment Options;Minimizing The Ruin Probability;Maximizing The Profit;Non-life Insurance 6442482004 ...- Authors: Betül karagül, Samet Gencgonul
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Reinsurance
-
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