Στρατηγικές βέλτιστης αντασφάλισης μέσω κριτηρίων βελτιστοποίησης μέτρων χρεοκοπίας της θεωρίας κινδύνου
KeywordsQuota share ; Αντασφάλιση ; Θεωρία χρεοκοπίας ; Θεωρία κινδύνου ; Κλασσικό μοντέλο κινδύνου ; Stop-loss ; De Vylder
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.