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Journal articles on the topic 'Reinsures'

Author: Grafiati

Published: 3 June 2025

Last updated: 31 July 2025

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1

Li, Luo. "Reconsidering the Reinsured’s Damages and Costs for Late Payment: A Comparative Analysis Between English and American Law." Business Law Review 43, Issue 6 (2022): 237–47. http://dx.doi.org/10.54648/bula2022035.

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The reinsured (original insurer) would face liability by section 13A of the Insurance Act 2015 in the UK and incur the costs or expenses of investigating and defending against the insured’s valid claims, where the reinsured withholds or delays paying insurance proceeds to the insured. The reinsurer generally would not be held liable for the unreinsured contractual liability and costs unless special requirements are met. The critical points for the reinsured to recover the reimbursement of damages and expenses from the reinsurer are to confirm the reinsurer’s actual participation or intention i

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2

Maharjan, Rajendra. "Test of Asymmetric Information in the Nepalese Reinsurance Market." International Research Journal of Management Science 6, no. 1 (2021): 74–91. http://dx.doi.org/10.3126/irjms.v6i1.42340.

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Background: The imperfect information can cause an imbalance of power which may lead to market failure thus collection of information is very essential in today’s business world therefore, the availability of the correct and accurate information is very crucial for making sound economic decisions. Thus, information asymmetry has been a very pertinent issue where economic transaction takes place insurance market is not far behind. As, reinsurance provides huge indirect capital to the insurance industry, providing correct information’s like premium earned, claim by the insurer to the reinsurer’s

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3

Fernhout, C. L. R., Frederik J. Mostert, and Jan Hendrik Mostert. "Reinsurance by short-term reinsurers in South Africa." Risk Governance and Control: Financial Markets and Institutions 6, no. 1 (2016): 35–42. http://dx.doi.org/10.22495/rgcv6i1art4.

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The short-term reinsurance process usually involves three parties, namely the insurer, the reinsurer and the original policyholder, as the insurer cedes a part of the covered risk of the policyholder to the reinsurer. This research however addresses the perceptions of reinsurers regarding their reinsurance activities, where the reinsurer sells reinsurance to other insurance entities (viz. insurers and reinsurers), as well as buys reinsurance from other insurance entities. The crux of short-term reinsurance is therefore mutually loss sharing between the various insurance entities. The objective

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4

Xiao, Helu, Tiantian Ren, Yanfei Bai, and Zhongbao Zhou. "Time-Consistent Investment-Reinsurance Strategies for the Insurer and the Reinsurer under the Generalized Mean-Variance Criteria." Mathematics 7, no. 9 (2019): 857. http://dx.doi.org/10.3390/math7090857.

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Most of the existing literature on optimal investment-reinsurance only studies from the perspective of insurers and also treats the investment-reinsurance decision as a continuous process. However, in practice, the benefits of reinsurers cannot be ignored, nor can decision-makers engage in continuous trading. Under the discrete-time framework, we first propose a multi-period investment-reinsurance optimization problem considering the joint interests of the insurer and the reinsurer, among which their performance is measured by two generalized mean-variance criteria. We derive the time-consiste

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Sidhu, Amarjit Singh, and Neha Verma. "Unveiling the Factors Affecting Profitability of Reinsurance Companies." Management and Labour Studies 42, no. 3 (2017): 190–204. http://dx.doi.org/10.1177/0258042x17720062.

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General Insurance Corporation or GIC Re is a quintessential reinsurer of India. The company is among the premier financial institutions of the country. It has been the only domestic reinsurer of India since many years. Recently from December 2016, with the approval of Insurance Regulatory and Development Authority (IRDA), many unassailable international reinsurers have made their foray into the Indian market. Besotted by the recent supple regulations of the Indian reinsurance market, many other international reinsurers are interested to carve a niche in the Indian market. As such it becomes im

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6

Eurico, David, Afifatul Ayu Astiani, I Kadek Darma Arnawa, Bagas Caesar Suherlan, and Utriweni. "Ambang Batas Reasuransi Non-Proporsional Menggunakan Tail Value-At-Risk (TVaR) dari Distribusi Peluang Campuran." Jurnal Statistika dan Aplikasinya 7, no. 2 (2023): 129–40. http://dx.doi.org/10.21009/jsa.07202.

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One of the tasks of banking institutions is to channel funds to the public through loan products. Banking institutions transfer the risk of non-performing loans to insurance companies and then partially reinsured to reinsurers. The purpose of this study is to determine the non-proportional reinsurance threshold based on the risk of loss of the 20% largest loan principal, using the Tail Value-at-Risk (TVaR) method. The threshold value will be estimated using a sample of 5,000 loans principal. The loan characteristics can be described by a Mixture Gamma Distribution consisting of components with

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7

Cai, Jun, Christiane Lemieux, and Fangda Liu. "OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER." ASTIN Bulletin 46, no. 3 (2015): 815–49. http://dx.doi.org/10.1017/asb.2015.23.

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AbstractOptimal reinsurance from an insurer's point of view or from a reinsurer's point of view has been studied extensively in the literature. However, as two parties of a reinsurance contract, an insurer and a reinsurer have conflicting interests. An optimal form of reinsurance from one party's point of view may be not acceptable to the other party. In this paper, we study optimal reinsurance designs from the perspectives of both an insurer and a reinsurer and take into account both an insurer's aims and a reinsurer's goals in reinsurance contract designs. We develop optimal reinsurance cont

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8

Huang, Fei, and Honglin Yu. "Optimal reinsurance: a reinsurer’s perspective." Annals of Actuarial Science 12, no. 1 (2017): 147–84. http://dx.doi.org/10.1017/s1748499517000161.

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AbstractIn this paper, the optimal safety loading that the reinsurer should set in the reinsurance pricing is studied, which is novel in the literature. It is first assumed that the insurer will choose the form of the reinsurance contract by following the results derived in Cai et al. Different optimality criteria from the reinsurer’s perspective are then studied, such as maximising the expectation of the profit, maximising the utility of the profit and minimising the value-at-risk of the reinsurer’s total loss. By applying the concept of comonotonicity, the problem in which the reinsurer is f

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9

Petrović, Zdravko. "The contract of reinsurance and of life reinsurance in particular." Glasnik Advokatske komore Vojvodine 75, no. 9-10 (2003): 395–408. http://dx.doi.org/10.5937/gakv0312395p.

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The contract of reinsurance is a contract in which one party - the reinsurer undertakes to pay to the other party, the insurer, the entire amount or part of the amount that the latter paid or is supposed to pay to the insured, while the reinsured undertakes to pay the premium to the reinsurer. Life reinsurance is quite distinct from non-life reinsurance. The paper focuses on this distinction. As far as its legal nature is concerned reinsurance is a sui generis contract, binding on both parties, consensual aleatory, successive and informal. Since reinsurance is an international concept, the leg

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10

Rong, Xing, and Yunzhou Zhu. "Optimal Reinsurance Design for Pareto Optimum: From the Perspective of Multiple Reinsurers." Mathematical Problems in Engineering 2016 (2016): 1–10. http://dx.doi.org/10.1155/2016/1957016.

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This paper investigates optimal reinsurance strategies for an insurer which cedes the insured risk to multiple reinsurers. Assume that the insurer and every reinsurer apply the coherent risk measures. Then, we find out the necessary and sufficient conditions for the reinsurance market to achieve Pareto optimum; that is, every ceded-loss function and the retention function are in the form of “multiple layers reinsurance.”

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11

Chen, Ling, Xiang Hu, and Mi Chen. "Optimal investment and reinsurance for the insurer and reinsurer with the joint exponential utility under the CEV model." AIMS Mathematics 8, no. 7 (2023): 15383–410. http://dx.doi.org/10.3934/math.2023786.

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<abstract><p>This paper considers the problem of optimal investment-reinsurance for the insurer and reinsurer under the constant elasticity of variance (CEV) model. It is assumed that the net claims process is approximated by a diffusion process, both the insurer and reinsurer can invest in risk-free assets and risky assets. We use the variance premium principle to calculate the premiums of the insurer and reinsurer, and the reinsurance proportion is constrained by the net profit condition. Our objective is to maximize the joint exponential utility of the insurer and reinsurer's te

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12

Lezgovko, Aleksandra. "Financial Reinsurance: the Effective Tool of Insurance Company's Stability Management." Business: Theory and Practice 8, no. (2) (2007): 112–18. https://doi.org/10.3846/btp.2007.17.

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Financial reinsurance has been chosen as an object of the article, as one of the kinds of reinsurance security. The author's object of research is theoretical substantiation and problems of practical realization of financial reinsurance operations. In the eighties of the last century, the trend of incorporation of insurance companies showed up, and as a consequence of this global process, their receptivity increased, and that provided companies with the opportunity to sustain or leave the great share of risks for themselves. Due to that, the demand for insurers' reinsurance decreased, and this

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13

Muley, Ravindra, and Bharathi Kamath. "An Examination of Reinsurer Solvency - With Special Focus on Indias GIC Re." International Journal of Banking, Risk and Insurance 13, no. 1 (2025): 21–32. https://doi.org/10.21863/ijbri/2025.13.1.003.

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Reinsurance mechanism helps insurance companies to manage their risks by sharing losses to the extent of a reinsured portfolio and helping them gain resilience. The element of reinsurance is critical not only for insurance companies for managing risks but also for the economy due to interconnectedness of the sector with the larger economy. Reinsurance thus becomes an important backbone of the industry. A reinsurer should therefore be of a sound financial health to offer such kind of protection and resilience (absorbing of losses) to ceding or primary insurance companies. This paper tries to ex

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14

Syuhada, Khreshna, Arief Hakim, and Suci Sari. "The Combined Stop-Loss and Quota-Share Reinsurance: Conditional Tail Expectation-Based Optimization from the Joint Perspective of Insurer and Reinsurer." Risks 9, no. 7 (2021): 125. http://dx.doi.org/10.3390/risks9070125.

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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 are commonly agreed between these two parties. In this paper, we aim to explore a combination of these contracts. The survival functions of the ceded loss and the retained loss are firstly investigated. Optimizing such a reinsurance design is then carried out from the joint perspective of the insurer and the reinsurer. Specifically, we explicitly derive optimal retentions under a criterion of minimizing a convex

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15

Li, Danping, and Chaohai Shen. "Optimal Reinsurance Strategy for an Insurer and a Reinsurer with Generalized Variance Premium Principle." Mathematical Problems in Engineering 2020 (May 11, 2020): 1–14. http://dx.doi.org/10.1155/2020/6916925.

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This paper focuses on the optimal reinsurance problem with consideration of joint interests of an insurer and a reinsurer. In our model, the risk process is assumed to follow a Brownian motion with drift. The insurer can transfer the risk to the reinsurer via proportional reinsurance, and the reinsurance premium is calculated according to the variance and standard deviation premium principles. The objective is to maximize the expected exponential utility of the weighted sum of the insurer’s and the reinsurer’s terminal wealth, where the weight can be viewed as a regularization parameter to mea

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16

Hess, Klaus TH, and Klaus D. Schmidt. "Optimal Premium Plans for Reinsurance with Reinstatements." ASTIN Bulletin 34, no. 02 (2004): 299–313. http://dx.doi.org/10.2143/ast.34.2.505145.

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The present paper is concerned with optimal premium plans for a reinsurance contract with reinstatements. In the reinsurance contract considered here, constant reinstatement premiums are due when the reinsurer’s loss exceeds certain bounds. For this reinsurance contract we examine the existence of a premium plan which minimizes the expected squared difference between the loss and the total premium income of the reinsurer. We show that an optimal premium plan exists, that it is unique, and that it satisfies the net premium principle.

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17

Hess, Klaus TH, and Klaus D. Schmidt. "Optimal Premium Plans for Reinsurance with Reinstatements." ASTIN Bulletin 34, no. 2 (2004): 299–313. http://dx.doi.org/10.1017/s0515036100013702.

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The present paper is concerned with optimal premium plans for a reinsurance contract with reinstatements. In the reinsurance contract considered here, constant reinstatement premiums are due when the reinsurer’s loss exceeds certain bounds. For this reinsurance contract we examine the existence of a premium plan which minimizes the expected squared difference between the loss and the total premium income of the reinsurer. We show that an optimal premium plan exists, that it is unique, and that it satisfies the net premium principle.

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18

Cavalcanti Jardim, Mariana. "Acionamento de resseguradoras por terceiros sob a perspectiva do Direito Brasileiro: um estudo sobre o contrato de seguro de responsabilidade civil facultativo." Revista Electrónica de Direito 26, no. 3 (2021): 31–54. http://dx.doi.org/10.24840/2182-9845_2021-0003_0004.

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Despite the impossibility to, under Brazilian law, as a rule, an insured or aggrieved third party seek payment of insurance indemnity directly from a reinsurer, it is recurrent the inclusion of reinsurers as defendants in lawsuits, especially in cases involving the purchase of facultative civil liability insurance. As a result of legislative, jurisprudential, bibliographical and documentary research, this study aims to shed light on the relationships and obligations established by reinsurance agreements and reject this unlawful practice at once. This is done through an initial dive into the in

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19

Zou, Zhenfeng, and Zichao Xia. "Bowley reinsurance with asymmetric information under reinsurer’s default risk." JUSTC 53 (2023): 1. http://dx.doi.org/10.52396/justc-2022-0111.

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The problem of Bowley reinsurance with asymmetric information was recently introduced by Boonen et al. [Scandinavian Actuarial Journal 2021, 623-644] and Boonen and Zhang [Scandinavian Actuarial Journal 2022, 532-551]. Bowley reinsurance with asymmetric information means that the insurer and reinsurer are both presented with distortion risk measures but there is asymmetric information on the distortion risk measure of the insurer. Motivated by these two papers, we study Bowley reinsurance with asymmetric information under the reinsurer's default risk in this paper. We call this solution the &l

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20

Tokareva, E. A. "FEARURES AND PROBLEMS OF NATURAL HAZARDS INSURANCE MARKET." MGIMO Review of International Relations, no. 6(33) (December 28, 2013): 127–33. http://dx.doi.org/10.24833/2071-8160-2013-6-33-127-133.

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The article deals with characteristics and problems of world natural hazards insurance market. Special attention in this article is paid to activity of direct and indirect participants of the market: policy holders, insurance intermediaries, insurers, reinsurers, companies of construction industry and real estate, banks and other financial institutions, investors, rating agencies, Government. The article underlines the importance of adequate natural hazard risks assessment. The article describes factors that influence demand and supply aspects on the market. The supply is constrained by insure

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21

Grzebieniak, Andrzej. "Reinsurance in Managing Catastrophe and Financial Risk in the Polish Market During the Years 2010-2014." Olsztyn Economic Journal 10, no. 3 (2015): 263–74. http://dx.doi.org/10.31648/oej.3151.

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Reinsurance plays an important role in managing the risk in an insurance company. Its crucial importance is especially visible in the situation when there is a growth of catastrophic and financial risks on the market. Such a situation has occurred in the Polish market since 2010. In order to achieve financial stabilisation, insurance companies apply reinsurance more frequently so they cede the risk on the reinsurer together with an appropriate part of the premium for the given risk. Catastrophic risk includes, among others, the following groups of insurance: class II- 5, 8, 9, 11 and financial

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Inawati, Inawati. "Analisis Kebijakan Pemotongan PPH 23 atas Pengembalian Premi Reasuransi/Komisi Reasuransi." Syntax Literate ; Jurnal Ilmiah Indonesia 10, no. 4 (2025): 4538–52. https://doi.org/10.36418/syntax-literate.v10i4.58635.

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Reinsurance companies (reasuradur) carry out risk coverage cooperation with insurance companies (asuradur) by receiving some amount of premium payments (reinsurance premium) from insurance companies (asuradur). Meanwhile, the insurance company will receive a reinsurance commission/ceding commission in the form of a refund premium as an implication of cooperation in the management of risk coverage and joint costs. in the view of insurance companies, the return of ceding premiums/commissions received by the insurer is a "replacement" of costs that should have been borne by the reinsurer for the

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23

Ali, Nurwajihah Ajlaa, and Ruzian Markom. "SHARIAH COMPLIANCE ON RETAKAFUL IN MALAYSIA." Diponegoro Law Review 6, no. 1 (2021): 1–16. http://dx.doi.org/10.14710/dilrev.6.1.2021.1-16.

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Retakaful is an Islamic alternative to the reinsurance industry in ensuring the stability of takaful companies. In Malaysia, the takaful operators need to depend on retakaful operators to ensure the takaful industry's long-term continuity by sharing the risk with the retakaful operators due to the small numbers of takaful operators. As a result, they reinsure their Takaful with the conventional reinsurance companies to meet the market demand. This practice continues to be acceptable based on an argument of unavoidable circumstances such as a necessity (darurah) and a dire need (hajah) due to i

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Hermawan, Iwan, Noer Azam Achsani, and Laily Dwi Asyanti. "Evaluating the Strategy to optimize the Retakaful Treaty Property Insurance: In the Perspective of the Sharia General Insurance Company in Indonesia." International Journal of Research and Review 9, no. 1 (2022): 378–91. http://dx.doi.org/10.52403/ijrr.20220145.

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Purpose: This study on the potential strategy to optimize the retakaful treatyproperty insuranceof the Indonesian sharia general insurance company. Those potential strategies are the priority strategy and alternative strategy.The company can design a piority strategy to optimize the retakaful treaty contract so as to minimize problems arising from the implementation of the underwriting and claim handling. Design/methodology/approach: Thedesign of this research is descriptive - qualitative.A survey on the reinsured’s retakaful existing strategy, retakaful treaty program, internal and external f

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25

Chen, Lv, and Yang Shen. "ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER." ASTIN Bulletin 48, no. 02 (2018): 905–60. http://dx.doi.org/10.1017/asb.2018.3.

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AbstractThis paper proposes a new continuous-time framework to analyze optimal reinsurance, in which an insurer and a reinsurer are two players of a stochastic Stackelberg differential game, i.e., a stochastic leader-follower differential game. This allows us to determine optimal reinsurance from joint interests of the insurer and the reinsurer, which is rarely considered in the continuous-time setting. In the Stackelberg game, the reinsurer moves first and the insurer does subsequently to achieve a Stackelberg equilibrium toward optimal reinsurance arrangement. Speaking more precisely, the re

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Jiang, Wuyuan, Zechao Miao, and Jun Liu. "Optimal investment and reinsurance for the insurer and reinsurer with the joint exponential utility." AIMS Mathematics 9, no. 12 (2024): 35181–217. https://doi.org/10.3934/math.20241672.

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<p>In this paper, we consider the problem of optimal investment-reinsurance for the insurer and reinsurer under the stochastic volatility model. The surplus process of the insurer is described by a diffusion model. The insurer can purchase proportional reinsurance from the reinsurer and the premium charged by the insurer and reinsurer follows the variance principle. Both the insurer and reinsurer are allowed to invest in risk-free assets and risky assets, and the market price of risk depends on a Markovian, affine-form, and square-root stochastic factor process. Our goal is to maximize t

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Jovanovic, Slobodan, and Ozren Uzelac. "Fakultativna međunarodna pravila u oblasti ugovornog prava reosiguranja." Evropska revija za pravo osiguranja 20, no. 01 (2021): 38–51. http://dx.doi.org/10.46793/erpo2001.38j.

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The state of reinsurance contract law as unregulated has continued to this day. One of the reasons for reluctance in adopting particular legislation for reinsurance contracts lies in the fact that it is a legal job between professionals − two legal entities who have adequate professional knowledge and who do not need a specifi c legal framework to regulate their legal relationship. However, aft er the outbreak of the World Financial Crisis at the end of 2007, it became apparent that the fi nancial sector had to submit to stricter rules on risk management and providing suffi cient capital to co

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Su, Yiming, Haiyan Liu, and Mi Chen. "Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion." Electronic Research Archive 31, no. 10 (2023): 6384–411. http://dx.doi.org/10.3934/era.2023323.

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<abstract><p>This paper investigates the time-consistent robust optimal reinsurance problem for the insurer and reinsurer under weighted objective criteria. The joint objective criterion is obtained by weighting the mean-variance objectives of both the insurer and reinsurer. Specifically, we assume that the net claim process is approximated by a diffusion model, and the insurer can purchase proportional reinsurance from the reinsurer. The insurer adopts the loss-dependent premium principle considering historical claims, while the reinsurance contract still uses the expected premium

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Efimov, M. D. "STOCHASTIC MODELLING OF THE REINSURER’S FINANCIAL RESULT IN EXCESS OF LOSS REINSURANCE CONTRACT AND CALCULATION OF THE REINSURER’S EXPECTED DEFICIT OF REINSURER IN ACCORDANCE WITH THE CENTRAL BANK OF RUSSIA STATEMENT 781-S." Вестник Алтайской академии экономики и права 2, no. 12 2023 (2023): 237–45. http://dx.doi.org/10.17513/vaael.3161.

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Porth, Lysa, Wenjun Zhu, and Ken Seng Tan. "A credibility-based Erlang mixture model for pricing crop reinsurance." Agricultural Finance Review 74, no. 2 (2014): 162–87. http://dx.doi.org/10.1108/afr-04-2014-0006.

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Purpose – The purpose of this paper is to address some of the fundamental issues surrounding crop insurance ratemaking, from the perspective of the reinsurer, through the development of a scientific pricing framework. Design/methodology/approach – The generating process of the historical loss cost ratio's (LCR's) are reviewed, and the Erlang mixture distribution is proposed. A modified credibility approach is developed based on the Erlang mixture distribution and the liability weighted LCR, and information from the observed data of the individual region/province is integrated with the collecti

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Plantin, Guillaume. "Does Reinsurance Need Reinsurers?" Journal of Risk Insurance 73, no. 1 (2006): 153–68. http://dx.doi.org/10.1111/j.1539-6975.2006.00169.x.

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Chi, Yichun, and X. Sheldon Lin. "OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH." ASTIN Bulletin 44, no. 1 (2013): 103–26. http://dx.doi.org/10.1017/asb.2013.28.

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AbstractAn optimal reinsurance problem from the perspective of an insurer is studied in this paper, where an upper limit is imposed on a reinsurer's expected loss over a prescribed level. In order to reduce the moral hazard, we assume that both the insurer and the reinsurer are obligated to pay more as the amount of loss increases in a typical reinsurance treaty. We further assume that the optimization criterion preserves the convex order. Such a criterion is very general as most of the criteria for optimal reinsurance problems in the literature preserve the convex order. When the reinsurance

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Bouzouita, Raja, and Arthur Young. "Determinants of the Reinsurance Decision by Life Insurance Companies." Journal of Finance Issues 8, no. 2 (2010): 11–28. http://dx.doi.org/10.58886/jfi.v8i2.2346.

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Risk management is vital to any business including insurance companies, and reinsurance is the major risk management tool available to insurance companies. Insurance companies rely on reinsurance to manage underwriting risk, tax liability, and incentives to invest. This paper extends existing research by considering the decision to reinsure for life insurance companies in two ways. First, we analyze life insurance companies’ propensity to reinsure any amount of business. Then, for those companies that do reinsure, we analyze the extent of reinsurance by examining the proportion of reinsurance

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Kozmenko, Olga, and Olha Kuzmenko. "Cognitive modeling of reinsurance flows on the global reinsurance market." Geopolitics under Globalization 1, no. 1 (2016): 5–11. http://dx.doi.org/10.21511/gg.01(1).2017.01.

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The article studies one of the areas of the world globalization processes – formation, interaction and regulation of financial flows of world reinsurers. Mathematical formalization of the relationships of countries’ reinsurance flows is proposed to be built on the basis of cognitive maps and correlation analysis. Identification of relevant areas of global reinsurers’ development is conducted on the basis of indicators of consonances of mutual influence, interaction and centralization.

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35

Eyer, Patrick. "A reinsurer examines construction risks." IABSE Symposium Report 90, no. 3 (2005): 47–51. http://dx.doi.org/10.2749/222137805796271396.

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Chen, Mi, and Kam Chuen Yuen. "Optimal dividend and reinsurance in the presence of two reinsurers." Journal of Applied Probability 53, no. 2 (2016): 554–71. http://dx.doi.org/10.1017/jpr.2016.20.

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Abstract In this paper the optimal dividend (subject to transaction costs) and reinsurance (with two reinsurers) problem is studied in the limit diffusion setting. It is assumed that transaction costs and taxes are required when dividends occur, and that the premiums charged by two reinsurers are calculated according to the exponential premium principle with different parameters, which makes the stochastic control problem nonlinear. The objective of the insurer is to determine the optimal reinsurance and dividend policy so as to maximize the expected discounted dividends until ruin. The proble

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Ihedioha, Silas A. "Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model." OALib 05, no. 10 (2018): 1–10. http://dx.doi.org/10.4236/oalib.1104954.

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Powers, Michael R., and Martin Shubik. "A "square-root rule" for reinsurance." Revista Contabilidade & Finanças 17, spe2 (2006): 101–7. http://dx.doi.org/10.1590/s1519-70772006000500008.

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In previous work, the authors derived a mathematical expression for the optimal (or "saturation") number of reinsurers for a given number of primary insurers (see Powers and Shubik, 2001). In the current article, we show analytically that, for large numbers of primary insurers, this mathematical expression provides a "square-root rule"; i.e., the optimal number of reinsurers in a market is given asymptotically by the square root of the total number of primary insurers. We note further that an analogous "fourth-root rule" applies to markets for retrocession (the reinsurance of reinsurance).

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Boonen, Tim J., Ken Seng Tan, and Sheng Chao Zhuang. "PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS." ASTIN Bulletin 46, no. 2 (2016): 507–30. http://dx.doi.org/10.1017/asb.2016.8.

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AbstractOptimal reinsurance indemnities have widely been studied in the literature, yet the bargaining for optimal prices has remained relatively unexplored. Therefore, the key objective of this paper is to analyze the price of reinsurance contracts. We use a novel way to model the bargaining powers of the insurer and reinsurer, which allows us to generalize the contracts according to the Nash bargaining solution, indifference pricing and the equilibrium contracts. We illustrate these pricing functions by means of inverse-Sshaped distortion functions for the insurer and the Value-at-Risk for t

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Fu, Ke-Ang, Chang Ni, and Hao Chen. "A PARTICULAR BIDIMENSIONAL TIME-DEPENDENT RENEWAL RISK MODEL WITH CONSTANT INTEREST RATES." Probability in the Engineering and Informational Sciences 34, no. 2 (2019): 172–82. http://dx.doi.org/10.1017/s0269964819000020.

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AbstractConsider a particular bidimensional risk model, in which two insurance companies divide between them in different proportions both the premium income and the aggregate claims. In practice, it can be interpreted as an insurer–reinsurer scenario, where the reinsurer takes over a proportion of the insurer's losses. Under the assumption that the claim sizes and inter-arrival times form a sequence of independent and identically distributed random pairs, with each pair obeying a dependence structure, an asymptotic expression for the ruin probability of this bidimensional risk model with cons

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Hu, Hanlei, Zheng Yin, and Xiujuan Gao. "Optimal Reinsurance-Investment Problem for an Insurer and a Reinsurer with Jump-Diffusion Process." Discrete Dynamics in Nature and Society 2018 (2018): 1–12. http://dx.doi.org/10.1155/2018/9424908.

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The optimal reinsurance-investment strategies considering the interests of both the insurer and reinsurer are investigated. The surplus process is assumed to follow a jump-diffusion process and the insurer is permitted to purchase proportional reinsurance from the reinsurer. Applying dynamic programming approach and dual theory, the corresponding Hamilton-Jacobi-Bellman equations are derived and the optimal strategies for exponential utility function are obtained. In addition, several sensitivity analyses and numerical illustrations in the case with exponential claiming distributions are prese

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Bai, Yanfei, Zhongbao Zhou, Rui Gao, and Helu Xiao. "Nash Equilibrium Investment-Reinsurance Strategies for an Insurer and a Reinsurer with Intertemporal Restrictions and Common Interests." Mathematics 8, no. 1 (2020): 139. http://dx.doi.org/10.3390/math8010139.

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This paper investigates the generalized multi-period mean-variance investment-reinsurance optimization model in a discrete-time framework for a general insurance company that contains a reinsurer and an insurer. The intertemporal restrictions and the common interests of the reinsurer and the insurer are considered. The common goal of the reinsurer and the insurer is to maximize the expectation of the weighted sum of their wealth processes and minimize the corresponding variance. Based on the game method, we obtain the Nash equilibrium investment-reinsurance strategies for the above-proposed mo

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Clarke, Malcolm. "Construction of Contract Against the Reinsurer." Cambridge Law Journal 48, no. 2 (1989): 175–77. http://dx.doi.org/10.1017/s0008197300105185.

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Robey, Christopher J. "The insolvency clause and unregistered reinsurers." Assurances 63, no. 3 (1995): 487. http://dx.doi.org/10.7202/1105052ar.

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Chan, Fung-Yee, and Hans U. Gerber. "The Reinsurer's Monopoly and the Bowley Solution." ASTIN Bulletin 15, no. 2 (1985): 141–48. http://dx.doi.org/10.2143/ast.15.2.2015025.

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AbstractThe reinsurer has a monopoly in the following sense: He will select a random variable P that determines the reinsurance premiums. The first insurer can purchase a payment of R (a random variable) for a premium of π = E[PR]. For known P, the first insurer chooses R to maximize his expected utility. Knowing this, i.e., the demand for reinsurance as a function of P, the reinsurer chooses P to maximize his utility. The resulting pair (P, R) is called the Bowley solution. Assuming exponential, quadratic and/or linear utility functions, some explicit results are obtained.

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Sitorus, Deni Hendra, Nanda Utama, and Almaududi Almaududi. "The Evolving Role of the Deposit Insurance Corporation in Indonesia's Insurance Sector." Andalas Law Journal 9, no. 1 (2024): 49. http://dx.doi.org/10.25077/alj.v9i1.77.

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The Deposit Insurance Corporation (DIC) in Indonesia has expanded its role to guarantee insurance policies under Law Number 4 of 2023. This study examines the DIC's new responsibilities, including regulator, reinsurer, liquidator, risk mitigator, and creditor, and their legal implications. The research highlights potential legal gaps and uncertainties arising from this expanded role, offering valuable insights for policymakers and practitioners. The method used in this research is normative juridical using a statutory regulation approach. The results of this research show that DIC as an insura

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Yang, Peng. "Robust optimal reinsurance strategy with correlated claims and competition." AIMS Mathematics 8, no. 7 (2023): 15689–711. http://dx.doi.org/10.3934/math.2023801.

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<abstract><p>This paper investigates the robust optimal reinsurance strategy, which simultaneously takes into account the ambiguity aversion, the correlated claims and the joint interests of an insurer and a reinsurer. The correlated claims mean that future claims are correlated with historical claims, which are measured by an extrapolative bias. The joint interests of the insurer and the reinsurer are reflected by the competition between them. To better reflect competition, we assume that the insurer and the reinsurer are engaged in related insurance business. The insurer is allow

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Boonen, Tim J., and Yiying Zhang. "OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION." ASTIN Bulletin 51, no. 2 (2021): 607–29. http://dx.doi.org/10.1017/asb.2021.8.

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ABSTRACTThis paper studies a problem of optimal reinsurance design under asymmetric information. The insurer adopts distortion risk measures to quantify his/her risk position, and the reinsurer does not know the functional form of this distortion risk measure. The risk-neutral reinsurer maximizes his/her net profit subject to individual rationality and incentive compatibility constraints. The optimal reinsurance menu is succinctly derived under the assumption that one type of insurer has a larger willingness to pay than the other type of insurer for every risk. Some comparative analyses are gi

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Yuan, Yuchen, and Ying Fang. "Optimal reinsurance design under the VaR risk measure and asymmetric information." Mathematical Modelling and Control 2, no. 4 (2022): 165–75. http://dx.doi.org/10.3934/mmc.2022017.

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<abstract><p>This paper analyzes a monopoly reinsurance market in the presence of asymmetric information. Insurers use Value-at-Risk measures to quantify their risks and have different risk exposures and risk preferences, but the type of each insurer is hidden information to the reinsurer. The reinsurer maximizes the expected profit under the constraint of incentive compatibility and individual rationality. We deduce the optimal reinsurance menu under the assumption that a type of insurer thinks he is at greater risks. Some comparative analyses are given for two strategies of separ

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Bruggeman, Véronique, Michael G. Faure, and Karine Fiore. "The Government as Reinsurer of Catastrophe Risks?" Geneva Papers on Risk and Insurance - Issues and Practice 35, no. 3 (2010): 369–90. http://dx.doi.org/10.1057/gpp.2010.10.

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