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 |