| ERM Resource |
|
An Analysis of Reinsurance Optimisation in Life Insurance - Working Paper |
Life Insurancemeanvariance criteria.No specific riskoptimal reinsuranceproportional reinsuranceRisk Optimisation |
| ERM Resource |
|
Enhancing insurer value through reinsurance, dividends and capital optimization: an expected utility approach |
dividendsEnterprise Risk Managementinsolvency costNo specific riskoptimal reinsurancerisk capitalRisk Optimisation |
| ERM Resource |
|
Minimization of the Total Required Capital by Reinsurance |
capital costcorrelation between lossesEconomic / Risk Based Capitaloptimal reinsuranceRequired capitalRisk Optimisationsubadditive risk measure |