Browse Research

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2016

Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit

2016

An optimal co-reinsurance strategy

2016

The role of a representative reinsurer in optimal reinsurance

2016

Optimal Reinsurance From The Perspectives Of Both An Insurer And A Reinsurer

2016

Is Reinsurance a Substitute for or a Complement to Derivative Usage? Evidence from the U.K. Non-Life Insurance Industry

2016

Determining the Insurer's Optimal Investment and Reinsurance Strategy Based on Stochastic Differential Game

2016

Effective Structure of Reinsurance Function for Disaster Risk in the Asia-Oceania Region

2016

On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk

2016

Optimal reinsurance under dynamic VaR constraint

2016

The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds

2016

Catastrophe Bonds—Regulating a Growing Asset Class

2016

Managing Weather Risks: The Case of J. League Soccer Teams in Japan

2016

Competitive insurance pricing with complete information, loss-averse utility and finitely many policies

2016

Assessing inflation risk in non-life insurance

2016

Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

2016

A marked Cox model for the number of IBNR claims: Theory

2016

Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

2016

On the credibility of insurance claim frequency: Generalized count models and parametric estimators

2016

Correlations Between Insurance Lines Of Business: An Illusion Or A Real Phenomenon? Some Methodological Considerations

2016

Chain Ladder And Error Propagation

2016

Modeling The Number Of Insured Households In An Insurance Portfolio Using Queuing Theory

2016

The Use Of Annual Mileage As A Rating Variable

2016

Empirical Evidence on the Use of Credit Scoring for Predicting Insurance Losses with Psycho-social and Biochemical Explanations

2016

Modeling Severity and Measuring Tail Risk of Norwegian Fire Claims

2016

Signs of dependence and heavy tails in non-life insurance data