optimal reinsurance

Content type Date Title Tags
ERM Resource 25/06/2015 An Analysis of Reinsurance Optimisation in Life Insurance - Working Paper Life Insurance, meanvariance criteria., No specific risk, optimal reinsurance, proportional reinsurance, Risk Optimisation
ERM Resource 25/06/2015 Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach dividends, Enterprise Risk Management, insolvency cost, No specific risk, optimal reinsurance, risk capital, Risk Optimisation
ERM Resource 10/06/2015 Minimization of the Total Required Capital by Reinsurance capital cost, correlation between losses, Economic / Risk Based Capital, optimal reinsurance, Required capital, Risk Optimisation, subadditive risk measure