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 ...
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 reinsura...
Kevin J. O’Donnell, President and Chief Executive Officer ofRenaissanceRe, commented: “We begin 2021 looking forward and fully focused on executing our strategy into an attractive reinsurance market. The book of business that we wrote at theJanuary 1renewal is larger and more eff...