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Title: Solvencia en un Reaseguro Finite Risk
Author: Pons Cardell, M. Àngels
Sarrasí Vizcarra, Francisco Javier
Keywords: Reassegurances
Risc (Economia)
Risc de crèdit
Avaluació del risc
Credit risk
Risk assessment
Issue Date: 30-Dec-2009
Publisher: Instituto de Actuarios Españoles
Abstract: One of the characteristics of the finite risk reinsurance is the existence of an found of experience, which is constituted by the premiums charged by the reinsurer, together with his financial incomes, and his objective is to finance the claims to be satisfied to the insurer in the specified period. The objective of this work is to design a model that allows us to determinate the reserve that the found of experience should have in every annual period in order to guarantee its dynamic solvency, taking into the experience of the claims of the reinsurer"s portfolio and of each insurance company.
Note: Reproducció del document publicat a:
It is part of: Anales del Instituto de Actuarios Españoles, 2009, vol. Tercera Epoca, num. 15, p. 179-208
ISSN: 0534-3232
Appears in Collections:Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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