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Effect of Stop-Loss Reinsurance on Primary Insurer Solvency

Stop-loss reinsurance is a risk management tool that allows an insurance company to transfer part of their risk to a reinsurance company. Ruin probabilities allow us to measure the effect of stop-loss reinsurance on the solvency of the primary insurer. They further permit the calculation of the econ...

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Bibliografische gegevens
Hoofdauteurs: Corina Constantinescu, Alexandra Dias, Bo Li, David Šiška, Simon Wang
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: MDPI AG 2022-10-01
Reeks:Risks
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Online toegang:https://www.mdpi.com/2227-9091/10/10/193
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