The objective of this paper is to analyze - in a Risk-Based Capital frame work - the equilibrium conditions between the Insurer (Cedant) and the Reinsurer in respect to appropriate combinations of linear and non-linear reinsurance strategies, dealing with longevity and financial risks. The analysis is conducted through a stochastic simulation of the management model of a life insurance company.
|Titolo:||Optimal Reinsurance Programs Bearing Demographic and Financial Risks|
|Data di pubblicazione:||2013|
|Appare nelle tipologie:||1.1 Articolo in rivista|