Solvencia en un Reaseguro Finite Risk

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.

Country

Spain

Related Organizations

MAPFRE
Spain
University of Barcelona
Spain

Keywords

Risk, Rendimiento, Riesgo finito, Risc de crèdit, Seguro de riesgo, Reservas técnicas para siniestros, Matemática del seguro, Risc (Economia), Reinsurance, Solvencia dinámica, Avaluació del risc, Reassegurances, Credit risk, Risk assessment

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