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
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