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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal reinsurance by proposing another model for ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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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 enterprise using the compound Poisson distribution This abstract describes a paper that ...- Authors: Joseph A Boor
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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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 12:00:00 AM ...- Date: Mar 2019
- Publication Name: Actuarial Research Clearing House
- Topics: Reinsurance
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Modeling Spatial Dependence and Optimal Retention for a Reinsurance Decision Model Under a Copula Framework
Modeling Spatial Dependence and Optimal Retention for a Reinsurance Decision Model Under a Copula Framework This abstract describes a paper that develops a fully integrated approach to spatial ...- Authors: Jeffrey S Pai, Lysa Porth, Milton Boyd
- Date: Dec 2012
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance
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Optimal reinsurance problems involving risk measures
Optimal reinsurance problems involving risk measures This abstract describes a paper that studies the optimal reinsurance problem when risk is measured by a general risk measure. It is ...- Authors: Beatriz Balbas-Aparicio
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Reinsurance
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Investment and Reinsurance Options with Dynamic Financial An
Investment and Reinsurance Options with Dynamic Financial An This abstract describes a paper in which two different simulation studies are made for dynamic financial analysis. Dynamic Financial ...- Authors: Betül karagül, Samet Gencgonul
- Date: Apr 2018
- Competency: External Forces & Industry Knowledge
- Topics: Finance & Investments; Reinsurance