11 juil. 2023IFRS 17 Challenges for Reinsurance: Fitting a Square Peg in a Round Hole"This article provides an insightful overview of the challenges encountered by the #insuranceindustry when applying the requirements of...
28 juin 2023A History of Cyber Risk TransferWhile previous research has focused on #cyberrisk #riskmitigation measures, this study describes the emergence of various real-world...
10 mai 2023Reinsurance and Sustainability: Evidence From International Insurers"In this article we analyze a sample of international #insurers between 2013 and 2022, and show that the purchase of #reinsurance is...
19 avr. 2023Optimal moral-hazard-free reinsurance under extended distortion premium principles"We study an optimal #reinsurance problem under a diffusion #riskmodel for an #insurer who aims to minimize the #probability of lifetime...
16 mars 2023Optimal Reinsurance with Multivariate Risks and Dependence UncertaintyThis paper explores the optimal #reinsurance design for an #insurer with multiple lines of business, where the dependence structure...
2 mars 2023An Empirical Study of Insurance Performance MeasureThis article applies the Insurance Performance Measure (IPM) model to a set of #indian#insurance companies over the period 2005-2016,...
16 févr. 2023Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and ReinsurersThis article offers a #riskmanagement framework specifically designed for the #insurance and #reinsurance industries to analyze the...