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2009-12-30

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/51183

Solvencia en un Reaseguro Finite Risk

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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.

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Reassegurances, Risc (Economia), Risc de crèdit, Avaluació del risc

Subject (English)

Reinsurance, Risk, Credit risk, Risk assessment

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Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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PONS CARDELL, M. Àngels and SARRASÍ VIZCARRA, Francisco Javier. Solvencia en un Reaseguro Finite Risk. Anales del Instituto de Actuarios Españoles. 2009. Vol. Tercera Epoca, num. 15, pags. 179-208. ISSN 0534-3232. [consulted: 6 of June of 2026]. Available at: https://hdl.handle.net/2445/51183

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