Optimal Risk Control for The Excess of Loss Reinsurance Policies ruin probability of the insurer, we formally establish that the excess-of-loss reinsurance treaty is optimal among the class of plausible reinsurance ... H Meng,X Zhang - 《Astin Bulletin》 被引量: 32发表: 2010年 Reinsurances an...
We compute the optimal investment and reinsurance strategy for an insurance company that wishes to minimize its probability of ruin, when the risk process follows a compound Poisson process (CPP) and reinsurance is priced via the expected-value premium principle. We consider per-loss optimal ...
including 3.0 points of catastrophe loss impact compared with 5.1 points in the prior year. The underlying combined ratio was a record low 91.2% compared with 91.4% in the prior year. The underlying loss ratio was 60.0%, consistent with the prior year. ...
The fourth quarter combined ratio improved 1.6 points as compared with the prior year quarter. Catastrophe losses were$22 million, or 1.0 point of the loss ratio in the quarter compared with $76 million, or 3.6 points of the loss ratio, for the prior year quarter. Favora...
J. Powell Brown, President and Chief Executive Officer of the Company, noted, “Our financial performance for first quarter was outstanding and I would like to thank all of our teammates for making that possible. Our focus is on the safety and hea...
J. Powell Brown, President and Chief Executive Officer of the Company, noted, “Our teammates delivered strong organic revenue growth and margin expansion in the first quarter of 2024. We are very pleased with the start of the year.”
Amount reported as of March 31, 2022 excludes $767.8 million of assets under management held under modified coinsurance reinsurance. (2) Includes Annuity AUM, Brokerage and Advisory AUA, and Recordkeeping AUA. Life & Retirement segment core...
In classes with higher loss cost trends like auto and excess casualty, written rate change continues to be low double-digit, exceeding their long run loss cost trends. We continue to effectively navigate the individual cycle dynamics in the different areas of...
Payments on acquisition earn-outs in excess of original estimated payables (4.5 ) (0.4 ) Changes in operating assets and liabilities, net of effect from acquisitions and divestitures: Premiums, commissions and fees receivable (increase)/decrease (135.4 ...
There is a sufficiently detailed classification of compulsory reinsurance by reinsurance groups (proportional, disproportionate) and by type of insurance (partial, excess, risk, contract, contingency, amount of loss). The choice of a particular type of compulsory reinsurance presupposes an appropria...