mdh.sePublikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Innovation methods, algorithms, and software for analysis of reinsurance contracts
Mälardalens högskola, Institutionen för matematik och fysik. (Analytical Finance)ORCID-id: 0000-0002-2626-5598
Catholic University of Leuven, Belgium.
Mälardalens högskola, Institutionen för matematik och fysik. (Analytical Finance)
Mälardalens högskola, Institutionen för matematik och fysik. (Analytical Finance)ORCID-id: 0000-0002-0139-0747
2006 (engelsk)Inngår i: Theory of Stochastic Processes, ISSN 0095-7380, Theory of Stochastic Processes, ISSN 0095-7380, Vol. 12(28), nr 3-4, s. 203-238Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

 A Monte Carlo based approach to evaluate and/or compare the riskiness of reinsurance treaties for both the ceding and the reinsurance companies is introduced. An experimental program system Reinsurance Analyser based on the indicated approach is presented. The program allows ana-lyzing applications of a large set of reinsurance contracts under a variety of claim flow models. The effect of applications is compared by risk mea-sures, provided that the parameters of the contracts are balanced by an average reinsurer's load quantity.

sted, utgiver, år, opplag, sider
2006. Vol. 12(28), nr 3-4, s. 203-238
Emneord [en]
reinsurance, program system, comarison of contracts, Monte Carlo method
HSV kategori
Forskningsprogram
matematik/tillämpad matematik
Identifikatorer
URN: urn:nbn:se:mdh:diva-2939OAI: oai:DiVA.org:mdh-2939DiVA, id: diva2:115602
Tilgjengelig fra: 2008-02-29 Laget: 2008-02-29 Sist oppdatert: 2017-12-14bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler i DiVA

Andre lenker

http://www.researchgate.net/publication/228986965_Innovation_methods_algorithms_and_software_for_analysis_of_reinsurance_contracts

Personposter BETA

Silvestrov, DmitriiMalyarenko, Anatoliy

Søk i DiVA

Av forfatter/redaktør
Silvestrov, DmitriiMalyarenko, Anatoliy
Av organisasjonen
I samme tidsskrift
Theory of Stochastic Processes

Søk utenfor DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric

urn-nbn
Totalt: 74 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf