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Der internationale Rückversicherungsmarkt unter besonderer Berücksichtigung des schweizerischen AngebotsHaegen, Pierre L. van der January 1900 (has links)
Inaug.-Diss.--Basel. / Bibliography: p. ix-xi.
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Die Folgepflicht des Rückversicherers.Steinrisser, Jürg-E. January 1959 (has links)
Thèse Droit, Berne, 1959.
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Der internationale Rückversicherungsmarkt unter besonderer Berücksichtigung des schweizerischen AngebotsHaegen, Pierre L. van der January 1900 (has links)
Inaug.-Diss.--Basel. / Bibliography: p. ix-xi.
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Assessment of the reinsurance business in developing countries : case of EthiopiaWoldegebriel, Mezgebe Mihretu 05 May 2011 (has links)
The research reports the findings on the influence of the cross-border resinsurance business on the insurance industry and the economy and perceptions of the management of the industry regarding reinsurance business regulations in the Ethiopian context.
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Assessment of the reinsurance business in developing countries : case of EthiopiaWoldegebriel, Mezgebe Mihretu 05 May 2011 (has links)
The research reports the findings on the influence of the cross-border resinsurance business on the insurance industry and the economy and perceptions of the management of the industry regarding reinsurance business regulations in the Ethiopian context.
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Optimal safety loading of reinsurance contractsHuang, Fei, 黄斐 January 2011 (has links)
published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy
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Estimating the reinsurance premium for incomplete dataU, Cheok Meng January 2018 (has links)
University of Macau / Faculty of Science and Technology. / Department of Mathematics
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Insurer risk management and optimal reinsuranceKrvavych, Yuriy, Actuarial Studies, Australian School of Business, UNSW January 2005 (has links)
In finance the existence of corporate risk management is due to imperfections in financial markets. One of the main imperfections is associated with the cost of corporate risk that firms assume. Costly corporate risk creates a set of frictional costs and thereby decreases corporate value. Financial corporations manage their risk to reduce the expected value of frictional costs and enhance shareholders' value, and do so using a wide variety of tools. This dissertation primarily considers an insurance company as a special type of financial corporation leveraged by risky debt, and investigates the existence of risk management incentives in insurance in the presence of frictional costs such as financial distress costs and costs caused by the convexity of the corporate tax rate. Here one of the main tool of risk hedging is reinsurance, a classical tool for risk transfer in insurance, and this dissertation investigates demand for reinsurance in insurer value creation. Insurer risk management problems are also investigated here in a dynamic setting, where the main objective is to find optimal reinsurance and dividend payments under which the expected present value of future dividends is maximised. This dissertation also generalizes some classic actuarial results of reinsurance optimization under the mean-variance criterion. In this work optimal reinsurance is found endogenously for different reinsurance premium principle using standard methods of convex analysis. Finally this work considers an integrated market consisting of insureds, insurers and reinsurers, and studies the effect of the presence of reinsurance in this market on insurance price.
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Corporate risk management with reinsurance and derivatives : panel data methodology and new results from empirical studies using Australian dataCarneiro, Luiz Augusto Ferreira, Actuarial Studies, Australian School of Business, UNSW January 2006 (has links)
This thesis contributes to the issue of why corporations manage risk with insurance and financial derivative contracts. Two different empirical studies are done with data sets from Australian companies: 1) one study on reinsurance demand; and 2) one study on interest-rate-risk hedging demand from non-banking companies listed at the Australian Stock Exchange (ASX). Both studies use panel data models. A Monte Carlo simulation replicates the basic characteristics of the original data sets and allows a performance comparison among different panel data models. This thesis provides the first empirical work on insurer demand for reinsurance using Australian data. A panel-data set (1996-2001) is used, which provides 543 observations. The study finds strong evidence that larger insurers, insurers member of a group of companies, reinsurers, and captive insurers reinsure more. The impacts of leverage, taxes, and return on investments are not statistically significant. The second empirical study analyses the interest-rate-risk hedging demand with two panel data sets from 1998 to 2003 (1134 and 465 observations, respectively). Detailed information about interest-rate-risk exposures was available after manual data collection from financial reports, which was only possible due to specific reporting requirements in Australian accounting standards. A probit regression analysis confirms previous empirical results that company size is important to the decision to hedge interest rate risk in Australia. However, in relation to the analysis of the extent of hedging, the proper measurement of interest-rate-risk exposures generates some significant results different from those found in previous studies. For example, this study shows that total leverage (total debt ratio) is not significantly important to interest-rate-risk hedging demand and that, instead, this demand is related to the specific risk exposure in the interest bearing part of debt. This study finds significant relations of interest-rate-risk hedging to company size, floating-interest-rate debt ratio, annual log returns, and company industry type.
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Optimal Reinsurance Retentions under Ruin-Related Optimization CriteriaLi, Zhi 19 November 2008 (has links)
Quota-share and stop-loss/excess-of-loss reinsurances are two
important reinsurance strategies. An important question, both in
theory and in application, is to determine optimal retentions for
these reinsurances. In this thesis, we study the optimal retentions
of quota-share and stop-loss/excess-of-loss reinsurances under
ruin-related optimization criteria.
We attempt to balance the interest for a ceding company and a
reinsurance company and employ an optimization criterion that
considers the interests of both a cedent and a reinsurer. We also
examine the influence of interest, dividend, commission, expense,
and diffusion on reinsurance retentions.
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