Solvencia en un Reaseguro Finite Risk

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dc.contributor.authorPons Cardell, M. Àngels
dc.contributor.authorSarrasí Vizcarra, Francisco Javier
dc.date.accessioned2014-03-11T08:43:05Z
dc.date.available2014-03-11T08:43:05Z
dc.date.issued2009-12-30
dc.date.updated2014-03-11T08:43:05Z
dc.description.abstractOne 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.
dc.format.extent30 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec573004
dc.identifier.issn0534-3232
dc.identifier.urihttps://hdl.handle.net/2445/51183
dc.language.isospa
dc.publisherInstituto de Actuarios Españoles
dc.relation.isformatofReproducció del document publicat a: http://www.actuarios.org/espa/anales/2009/Pag%20179-208.pdf
dc.relation.ispartofAnales del Instituto de Actuarios Españoles, 2009, vol. Tercera Epoca, num. 15, p. 179-208
dc.rights(c) Instituto de Actuarios Españoles, 2009
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
dc.subject.classificationReassegurances
dc.subject.classificationRisc (Economia)
dc.subject.classificationRisc de crèdit
dc.subject.classificationAvaluació del risc
dc.subject.otherReinsurance
dc.subject.otherRisk
dc.subject.otherCredit risk
dc.subject.otherRisk assessment
dc.titleSolvencia en un Reaseguro Finite Risk
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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