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Selected Reinsurance Models

Stanisław Heilpern

Central European Journal of Economic Modelling and Econometrics2024https://doi.org/10.24425/cejeme.2024.152687article
ABDC C
Weight
0.30

What the paper says

In this paper, we investigate non-classical reinsurance models. Two kinds of such models are presented. One is based on dependent binomial distributions and the second on fuzzy numbers. First, we study dependent random variables representing claims using copulas. We investigate the number of claims the reinsurer covers and the total value of covered claims. We present the influence of the degree of dependence and different copulas on the number and the value of the claims covered by the reinsurer. Second, we analyze the case in which the main parameter of the model, the probability that the reinsurer covers the claim, is uncertain. We treat such a parameter as a fuzzy number in this case and combine randomness and fuzziness. We also study the case when the parameter of a copula which describes the degree of dependence is uncertain.

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https://doi.org/https://doi.org/10.24425/cejeme.2024.152687

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@article{stanisław2024,
  title        = {{Selected Reinsurance Models}},
  author       = {Stanisław Heilpern},
  journal      = {Central European Journal of Economic Modelling and Econometrics},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.24425/cejeme.2024.152687},
}

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Evidence weight

0.30

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.