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Optimal Reinsurance with Positive Dependence
Optimal Reinsurance with Positive Dependence This presentation discusses a process for determining the minimum reinsurance retention level consistent with defined parameters. The conclusions ...- Authors: Jun Cai
- Date: Jan 2012
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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Optimal Retention Levels in Dynamic Reinsurance Markets
Optimal Retention Levels in Dynamic Reinsurance Markets This paper analyzes the optimal retention level with a portfolio of insurance risks, and premiums invested in risk-free and risky assets.- Authors: Enrico Biffis
- Date: Jan 2007
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Stochastic models; Reinsurance>Coinsurance
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Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
Adjustment Coefficient in the Sparre Anderson Model with Reinsurance In the context of reinsurance, this paper addresses finding the quota share retention level and the retention limit, with a ...- Authors: Zhi Li
- Date: Jan 2006
- Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
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A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance
A Policy-Year Model for GAAP Valuation of Coinsurance and Modified Coinsurance This paper presents a policy-year model for GAAP valuation of reinsurance accepted on the coinsurance and modified ...- Authors: David N Becker, Michael Eckman
- Date: Jan 1981
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Financial Reporting & Accounting>Generally Accepted Accounting Principles [GAAP]; Modeling & Statistical Methods; Reinsurance>Coinsurance