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[PDF] Top 20 Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures

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Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures

Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures

... the optimal reciprocal reinsurance strategies when the risk is measured by a general risk measure, namely the GlueVaR distor- tion risk measures, which can be ... See full document

14

Some Recent Developments on Pareto-optimal Reinsurance

Some Recent Developments on Pareto-optimal Reinsurance

... study optimal reinsurance contracts within the context of bargaining games, in which he first derived the set of Pareto-optimal contracts and then iden- tified the one corresponding to the Nash ... See full document

123

CAS: Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability

CAS: Reciprocal Reinsurance Treaties Under an Optimal and Fair Joint Survival Probability

... a reciprocal approach is pre- sented, providing retention amounts, based on the joint survival or profitable probability for several reinsurance ...contract under the same ...stop-loss ... See full document

12

Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance

Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance

... the optimal investment and reinsurance problem under a correlated risk ...studied optimal dynamic reinsurance with dependent risks and variance premium principle, where the goal ... See full document

13

Optimal risk transfer under quantile-based risk measurers

Optimal risk transfer under quantile-based risk measurers

... One could also opt for kernel density estimation methods (see Silverman, 1986 for an introductory text) and hence, no prior belief about the distribution is needed. Fernholz (1997) has already shown that smoothing the ... See full document

27

Optimal risk transfer under quantile-based risk measurers

Optimal risk transfer under quantile-based risk measurers

... Permanent repository link: http://openaccess.city.ac.uk/12172/ Link to published version: http://dx.doi.org/10.1016/j.insmatheco.2013.05.005 Copyright and reuse: City Research Online aim[r] ... See full document

6

CLERICAL MEDICAL MANAGED FUNDS LIMITED

CLERICAL MEDICAL MANAGED FUNDS LIMITED

... equity risk relates to financial assets and financial liabilities whose values will fluctuate as a result of changes in market prices other than from interest and foreign exchange ... See full document

39

Theoretical and empirical study on optimal insurance and reinsurance design

Theoretical and empirical study on optimal insurance and reinsurance design

... favourable risk position of an insurance ...Enterprise Risk Management Process of any insurance/reinsurance conglomerate and serve as quantitative methods to fulfill the strategic planning within the ... See full document

171

Optimization of Surplus Reinsurance Treaty  using the Conditional Tail Expectation

Optimization of Surplus Reinsurance Treaty using the Conditional Tail Expectation

... choosing optimal reinsurance based on the minimization of risk measures, such as Value-at-Risk (VaR) and Conditional Tail Expectation ...explicit optimal retention in the case of ... See full document

13

Optimal Excess of Loss Reinsurance and Investment Problem for Insurers with Loss Aversion

Optimal Excess of Loss Reinsurance and Investment Problem for Insurers with Loss Aversion

... plan under loss aversion and Val- ue-at-Risk (VaR) constraints, of which the sensitivity analysis showed that the loss aversion pension manager has a complex behavior and may invest more or less on the ... See full document

23

ST ANDREW'S LIFE ASSURANCE PLC

ST ANDREW'S LIFE ASSURANCE PLC

... The Company continues to practise efficient balance sheet management with a focus on investment and liquidity management opportunities, this includes leveraging wider LBG skills and capabilities where it is appropriate ... See full document

51

ST ANDREW'S LIFE ASSURANCE PLC

ST ANDREW'S LIFE ASSURANCE PLC

... The Directors consider that the above are the key performance indicators which are appropriate to the principal activity of the Company. These, together with other metrics which cover customer, operational ... See full document

53

Optimal joint survival reinsurance: An efficient frontier approach

Optimal joint survival reinsurance: An efficient frontier approach

... of optimal excess of loss reinsurance with a limiting and a retention level is ...specific risk and performance measures, under some relatively general assumptions for the risk ... See full document

28

Optimal regime switching under risk aversion and uncertainty

Optimal regime switching under risk aversion and uncertainty

... incorporate risk aversion into the dynamics of invest- ment decisions include Henderson & Hobson (2002), who extend the real options approach to pricing and hedging assets by taking the perspective of a ... See full document

33

The distortion measurement strategy in manufacturing trading industry using Turkey Lambda survival function (Reliability rate)

The distortion measurement strategy in manufacturing trading industry using Turkey Lambda survival function (Reliability rate)

... the optimal strategy at each time step which is also re-optimizing the decision criterion taking into accounts the new state of portfolio and information that become available under the present scenario ... See full document

8

GENETIC DISSECTION OF SEGREGATION DISTORTION. III. UNEQUAL RECOVERY OF RECIPROCAL RECOMBINANTS

GENETIC DISSECTION OF SEGREGATION DISTORTION. III. UNEQUAL RECOVERY OF RECIPROCAL RECOMBINANTS

... With respect to their segregation ratio when heterozygous with cn bw, the Cy-bearing recombinants fall into two clear-cut classes: those that exhibit segregation distortion at a lev[r] ... See full document

12

Concealing Information in Images using Progressive Recovery

Concealing Information in Images using Progressive Recovery

... embedding distortion and statistical ...the distortion function to be arbitrary, which permits us to consider spatially dependent embedding ...of optimal embedding schemes and constructing practical ... See full document

5

Optimal investment strategies and risk measures in defined contribution pension schemes

Optimal investment strategies and risk measures in defined contribution pension schemes

... the optimal investment allocation (derived from a dynamic programming approach) in a defined contribution (DC) pension scheme whose fund is invested in n ...downside risk faced by the retiring member of the ... See full document

45

Contracting Under Reciprocal Altruism

Contracting Under Reciprocal Altruism

... My paper proceeds as follows. Section 2 describes the Core Model and presents its general analysis, leading to the benchmark results. Section 3 ana- lyzes in detail signaling under reciprocal altruism ... See full document

51

Distortion-Based Link Adaptation for Wireless Video Transmission

Distortion-Based Link Adaptation for Wireless Video Transmission

... GOP distortion estimates were computed and the target bit rate and operating mode are updated as detailed in Section ...and distortion variations for coastguard encoded with a C/N of 15 dB with two di ff ... See full document

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