reinsurance 
Optimal reinsurance under expected value principle


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.


Further, the explicit forms of optimal reinsurance contract under several special risk measures are given, and the method to decide parameters as well.


On ruin probability minimization under excess reinsurance


The problem of ruin probability minimization in the CramerLundberg risk model under excess reinsurance is studied.


The Operation of Retakaful (Islamic Reinsurance) Protection


The operation of retakaful (Islamic reinsurance) protection


Optimal Proportional Reinsurance for Controlled Risk Process which is Perturbed by Diffusion


In this paper, we study optimal proportional reinsurance policy of an insurer with a risk process which is perturbed by a diffusion.


Bivariate Recursive Equations on Excessofloss Reinsurance


This paper investigates bivariate recursive equations on excessofloss reinsurance.


Dynamic equilibrium and the structure of premiums in a reinsurance market


In this paper we present an economic equilibrium analysis of a reinsurance market.


Equilibrium in a reinsurance market: Introducing taxes


However, the long experience of risk premium analysis in the insurance and reinsurance industry, as well as the existence of historical data on natural disasters, render the valuation of catastrophe bonds less perilous than that of defaultable bonds.


Conditional recursive equations on excessofloss reinsurance


Risk control action corresponds to reinsuring part of the claims the cedent is required to pay simultaneously diverting part of the premiums to a reinsurance company.


We will show that in most cases the optimal dividend distribution scheme is of a barrier type, while the risk control policy depends significantly on the nature of the reinsurance available.


We consider the classical CramérLundberg model with dynamic proportional reinsurance and solve the problem of finding the optimal reinsurance strategy which minimizes the expected quadratic distance of the risk reserve to a given benchmark.

