The Structure of Reinsurance Contracts

被引：0
|
作者：
M Martin Boyer
Théodora Dupont-Courtade
机构：
[1] HEC Montréal,
[2] Université de Montréal,undefined
[3] Paris School of Economics (Université Paris 1 Panthéon-Sorbonne) 106–112,undefined
来源：
The Geneva Papers on Risk and Insurance - Issues and Practice | 2015年 / 40卷
关键词：
reinsurance; reinsurance tranches; risk management; market structure;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Using a unique proprietary data set of primary insurers and reinsurers, we analyse the structure of the reinsurance market. The data, which spans six years, contains the quotes for different reinsurance layers, for different clients, for different treaties and for different lines of business. This is the first study that documents the actual structure of the global reinsurance market using actual quotes, not just the winning quote, for a large number of layers and a large number of reinsurance treaties.
引用
收藏
页码：474 / 492
页数：18
相关论文
共 50 条
  • [1] The Structure of Reinsurance Contracts
    Boyer, M. Martin
    Dupont-Courtade, Theodora
    GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE, 2015, 40 (03) : 474 - 492
  • [2] PRICING OF REINSURANCE CONTRACTS IN THE PRESENCE OF CATASTROPHE BONDS
    Haslip, Gareth G.
    Kaishev, Vladimir K.
    ASTIN BULLETIN, 2010, 40 (01): : 307 - 329
  • [3] Mean-variance optimal local reinsurance contracts
    Kaluszka, M
    CONTROL AND CYBERNETICS, 2003, 32 (04): : 883 - 896
  • [4] Information asymmetry in reinsurance through various ceded contracts
    Chang, Vincent Y. L.
    Hung, Kuo Ming
    Wang, Kili C.
    Yang, Sand
    PACIFIC-BASIN FINANCE JOURNAL, 2024, 84
  • [5] Risk and return of reinsurance contracts under copula models
    Eling, Martin
    Toplek, Denis
    EUROPEAN JOURNAL OF FINANCE, 2009, 15 (7-8) : 751 - 775
  • [6] Quantum Computing in Insurance Capital Modelling under Reinsurance Contracts
    Tamturk, Muhsin
    Carenzo, Marco
    APPLIEDMATH, 2023, 3 (04): : 741 - 757
  • [7] OPTIMAL COMBINATIONAL OF QUOTA-SHARE AND STOP-LOSS REINSURANCE CONTRACTS UNDER VAR AND CTE WITH A CONSTRAINED REINSURANCE PREMIUM
    Zhou, Ming
    Dong, Hongbin
    Xu, Jingfeng
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 24 (01) : 156 - 166
  • [8] Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium
    Ming Zhou
    Hongbin Dong
    Jingfeng Xu
    Journal of Systems Science and Complexity, 2011, 24 : 156 - 166
  • [9] DYNAMIC EQUILIBRIUM AND THE STRUCTURE OF PREMIUMS IN A REINSURANCE MARKET
    AASE, KK
    GENEVA PAPERS ON RISK AND INSURANCE THEORY, 1992, 17 (02): : 93 - 136
  • [10] The costs and benefits of reinsurance
    Cummins, J. David
    Dionne, Georges
    Gagne, Robert
    Nouira, Abdelhakim
    GENEVA PAPERS ON RISK AND INSURANCE-ISSUES AND PRACTICE, 2021, 46 (02) : 177 - 199
12345