Solvencia en un Reaseguro Finite Risk
| Contribuinte(s) |
Universitat de Barcelona |
|---|---|
| Data(s) |
12/03/2014
|
| Resumo |
One 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. |
| Identificador | |
| Idioma(s) |
spa |
| Publicador |
Instituto de Actuarios Españoles |
| Direitos |
(c) Instituto de Actuarios Españoles, 2009 info:eu-repo/semantics/openAccess |
| Palavras-Chave | #Reassegurances #Risc (Economia) #Risc de crèdit #Avaluació del risc #Reinsurance #Risk #Credit risk #Risk assessment |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion |
