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  • An Alternative to Assumption Reinsurance
    An Alternative to Assumption Reinsurance Presented at October 1996 Annual Meeting. This discussion examines the National Association of Insurance Commissioners Model law regarding the use of ...

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    • Authors: James W Dallas, Willis B Howard, Thomas E Skillman, Michael P Trier
    • Date: Oct 1996
    • Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Reinsurance>Coinsurance
  • 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.

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    • 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