In this study, we take the conditional tail expectation (CTE) as the constraint condition and
consider the optimal reinsurance issues under Wang's premium principle in general …

In the presence of reinsurance, an insurer may effectively reduce its (aggregated) loss by
partially ceding such a loss to a reinsurer. Stop-loss and quota-share reinsurance contracts …

One of the fundamentals in the risk management system for a takaful company is that it
needs to cede its risks to the second level of risk carriers (retakaful companies). At the same …

The peaks over threshold (POT) model for catastrophe (CAT) reinsurance pricing has been
widely used, but has mainly focused on univariate CAT reinsurance pricing. We provide …

Insurance markets play an essential role in the economy of the world and its structure
requires reinsurance policies due to the growth in populations, extreme (catastrophic) …

ملخصتواجه شركات التأمين العديد من الخيارات التي تتعلق بقرارات شراء إعادة التأمين ونوعه ومداه.
نستخدم في هذه الدراسة نموذج المنفعة المتوقعة والتوزيع الاحتمالي لحجم الخسارة كمعيار تقييم …‎