In this paper we study optimal reinsurance models from the per- spective of an insurer by minimizing the total risk exposure under a distortion risk measure in the hypothesis of a stochastic reinsurance premium. This assumption is consistent with reinsurance practice in which reinsurance premiums frequently depend on the recorded claims rate, therefore a random component results. For example, it is consis- tent with reinstatement clauses which are widely used in the industry
This paper studies an optimal insurance and reinsurance design problem among three agents: policyhol...
This paper studies a one-period optimal reinsurance design model with n reinsurers and an insurer. T...
We consider a large insurance company whose surplus (reserve) is modeled by a Brownian motion. The c...
In this paper we study optimal reinsurance models from the per- spective of an insurer by minimizing...
This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one genera...
We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arriva...
We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arriva...
This paper focuses on the optimal reinsurance problem with consideration of joint interests of an in...
An optimal reinsurance problem of an insurer is studied in a continuous-time model, where insurance ...
In actuarial science ruin theory uses mathematical models to describe an insurer’s vulnerability to ...
In this paper, we consider a one-period optimal reinsurance design model with nn reinsurers and an i...
Determining the retention level in the stop-loss insurance risk premium for both insurerand reinsure...
2018 Conference paper held at Strathmore University, Nairobi Kenya. Theme (Mathematical Applications...
In this study, we take the conditional tail expectation (CTE) as the constraint condition and consid...
This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk...
This paper studies an optimal insurance and reinsurance design problem among three agents: policyhol...
This paper studies a one-period optimal reinsurance design model with n reinsurers and an insurer. T...
We consider a large insurance company whose surplus (reserve) is modeled by a Brownian motion. The c...
In this paper we study optimal reinsurance models from the per- spective of an insurer by minimizing...
This paper discusses optimal reinsurance strategy by minimizing insurer's risk under one genera...
We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arriva...
We study the optimal excess-of-loss reinsurance problem when both the intensity of the claims arriva...
This paper focuses on the optimal reinsurance problem with consideration of joint interests of an in...
An optimal reinsurance problem of an insurer is studied in a continuous-time model, where insurance ...
In actuarial science ruin theory uses mathematical models to describe an insurer’s vulnerability to ...
In this paper, we consider a one-period optimal reinsurance design model with nn reinsurers and an i...
Determining the retention level in the stop-loss insurance risk premium for both insurerand reinsure...
2018 Conference paper held at Strathmore University, Nairobi Kenya. Theme (Mathematical Applications...
In this study, we take the conditional tail expectation (CTE) as the constraint condition and consid...
This paper deals with the optimal reinsurance problem if both insurer and reinsurer are facing risk...
This paper studies an optimal insurance and reinsurance design problem among three agents: policyhol...
This paper studies a one-period optimal reinsurance design model with n reinsurers and an insurer. T...
We consider a large insurance company whose surplus (reserve) is modeled by a Brownian motion. The c...
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