Στρατηγικές βέλτιστης αντασφάλισης μέσω κριτηρίων βελτιστοποίησης μέτρων χρεοκοπίας της θεωρίας κινδύνου
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Keywords
Quota share ; Αντασφάλιση ; Θεωρία χρεοκοπίας ; Θεωρία κινδύνου ; Κλασσικό μοντέλο κινδύνου ; Stop-loss ; De VylderAbstract
An important part on which risk theory focuses is ruin theory and the "problem"
of ruin when there is reinsurance, i. e. the process whereby the insurance
company cedes part of the risk to another insurance company, called the
reinsurer.
In the current paper the ruin theory is reflected as well as some risk measures,
for example the time to default, the adjustment factor. In addition, the categories
and types of reinsurance are analyzed, presenting at the same time optimization
methods, mainly Quota-Share and Stop-Loss reinsurance, always keeping in
mind the interests of both the ceding company and the reinsurer. Finally,
reference is made to finding the optimal retention through the addition of
commissions and expenses by the ceding.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
87Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα