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The paper concerns the problem how to purchase the reinsurance in order to make the insurer and the reinsurance company's total risk to be least under the expected value principle.
      
When the insurer and reinsurance company take arbitrary risk measures, sufficient conditions for optimality of reinsurance contract are given within the restricted class of admissible contracts.
      
In this paper, we assume that the surplus of an insurer follows a Lévy risk process and the insurer would invest its surplus in a risky asset, whose prices are modeled by a geometric Brownian motion.
      
The insurer designates the insurance premium and the insurance recovery that is paid to the client provided that the object was insured prior to the insured accident (failure).
      
Expecting this optimal behavior of the client, the insurer seeks the most advantageous ratio.
      
If there is no penalty for nonconcluded contract (the insured accident occurs before conclusion of the contract), then the greater the ratio, the greater on the average the relative insurer's profit from the enterprise.
      
If there exists a penalty, then there exists a ratio of the insurance premium to the insurance recovery that is most advantageous to the insurer.
      
A model of decision making by the insurer about the size of the insurance payment was considered.
      
A model of decision making by the insurer about the size of the insurance payment was considered.
      
An optimal insurance mechanism by the maximum of the insurer aim function is determined.
      
Together with traditional maximization of the Lundberg characteristic coefficient R is considered the problem of direct calculation of insurer's ruin probability ?r (x) as an initial-capital function x under the prescribed level of net-retention r.
      
Each new test may require clinicians in private practice to battle with a health insurer's designated clinical laboratory in an effort to get this new test and other accurate immunological laboratory studies.
      
In this paper, we study optimal proportional reinsurance policy of an insurer with a risk process which is perturbed by a diffusion.
      
For example, the model can be used to examine the "full hedge" policy, in which the insurer has a zero net position in any non-reference currency, or the policy of isolating national insurance markets.
      
A principal deficiency is that the structure of liability has been inconsistent with the courts' assumption that the losses could be borne by consumers or parties other than the insurer.
      
It is shown that the effect of increased probability of loss on the demand for insurance depends on whether both insured and insurer are aware of the change.
      
When both insurer and insured share the same beliefs about the probability of loss (symmetric information), an increase in the loss probability may lead risk-averse agents to demandless insurance.
      
Compared to usual unit-linked products, these contracts offer added flexibility and/or altered exposure to financial risk for the insured and/or the insurer.
      
This article deals with the optimal design of insurance contracts when the insurer faces administrative costs.
      
The empirical results of a statistical analysis of the premium rates for ECI, applied by a private export credit insurer to seventy-seven developing countries during 1993, provide some support for these hypotheses.
      
 

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