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Smoothing Financial Reinsurance: The Strategy of Smoothen Timing Risk and Posterior Bonus

Author: ChenMingJing
Tutor: HanTianXiong
School: East China Normal University
Course: Actuarial Science
Keywords: Smooth Financial reinsurance Time Risk State transition Posteriori Dividends
CLC: F224
Type: Master's thesis
Year: 2009
Downloads: 88
Quote: 0
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Abstract


Time risk is the actual payment time accelerated faster than expected time risk . Specific risk actuarial study is almost empty . So access time risk reinsurance structure designed to smooth points : time risk through the highest fence limit \Time risk due to the smooth function of the \re- insurance is still less than the reinsurance of reinsurance award amounts ; 2 . provide reinsurance premiums deferred payment financing function , reinsurance premiums have to go through this part of the deferred payment late reinsurance premiums gradually repay the reimbursement total is less than it should be to re- grantor reinsurance premiums . Greater than the cause of the separation of the funds obtained from the reinsurers in pre liabilities , thereby smoothing time risk . In the latter part of the reinsurance premiums than theory reinsurance premiums , reinsurers' share of the cedant credited liabilities under the funding which made ??it possible for people on the one hand , at the same time provision for reserve liabilities after reinsurance Payout . This smoothing function makes the reinsurance premiums accepted the Jiangyoufalie considerations , so accept people to undertake reinsurance risk has also been significantly inhibited . Obviously , time, risk , and interest rate-related , so independent account of the recipient , the introduction of the random rate of return on investment , through the characterization of the state transition model , as a dividend based on a posteriori . Discussion on the state transition model , made ??little innovation in technology , the introduction of the t-distribution conversion and \On the interest rate , the recipient of the minimum guaranteed rate of return on investment , and thereby prevent capital loss reinsurance and reinsurance premiums fluctuations , while entitled to dividend rights . The introduction of financial risk will increase the people whether hedge comparative analysis showed that determine the cost of hedging risk retention stochastic cost risk , the risk of security at the end .

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CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
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