On the derivation of reinsurance premiums (Q1122921): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q446515 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Chun Shun Cheung / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(89)90027-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1983194858 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5618987 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Some thoughts on (re) insurance loadings under a ruin criterion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4905685 / rank | |||
Normal rank | |||
Latest revision as of 09:55, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the derivation of reinsurance premiums |
scientific article |
Statements
On the derivation of reinsurance premiums (English)
0 references
1989
0 references
The current thinking in the insurance circle seems to be that reinsurance premiums are determined in the market. The problem is usually analyzed with models from game theory or with a generalized version of the CAPM. This paper offers an alternative model to determine the equilibrium reinsurance premium in terms of the underlying claims faced by the ceding company and the insurance premiums collected. Using an option framework, a model for reinsurance premium is developed to aid the management of ceding companies to determine how much to pay for reinsurance.
0 references
option pricing
0 references
equilibrium reinsurance premium
0 references
ceding company
0 references
insurance premiums
0 references
