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The world's largest reinsurance groups: a look at names, numbers, countries and performance
Reinsurance Performance Degree of Internationalization
2014/6/23
Many reinsurance companies have, in the past decade, increased their foreign direct investment and acquired other companies in part because of the belief that only very large ...
Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion
Fractional Brownian motion Insurance reserve process Ito Integral Malliavin derivative Riccati equation
2011/9/7
Optimal reinsurance/investment problems for general insurance models
Optimal reinsurance investment problems general insurance models
2010/11/2
In this paper the utility optimization problem for a general insur-ance model is studied. The reserve process of the insurance company is described by a stochastic differential equation driven by a Br...