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5 Reinsurance
-
Ralph S.J. Koijen
and Motohiro Yogo
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Chapters in this book
- Frontmatter i
- Contents v
- List of figures xi
- List of tables xiii
- Preface xv
- 1 Introduction to Modern Insurance 1
- 2 Risks in the Insurance Sector 30
- 3 Insurance Pricing 51
- 4 Modeling Supply and Demand 81
- 5 Reinsurance 114
- 6 Portfolio Choice and Asset Pricing 133
- 7 Research Topics and Policy Implications 155
- Appendix A Data Appendix 162
- Appendix B Optimality Conditions for a Multiproduct Insurer 166
- Bibliography 169
- Index 177
Chapters in this book
- Frontmatter i
- Contents v
- List of figures xi
- List of tables xiii
- Preface xv
- 1 Introduction to Modern Insurance 1
- 2 Risks in the Insurance Sector 30
- 3 Insurance Pricing 51
- 4 Modeling Supply and Demand 81
- 5 Reinsurance 114
- 6 Portfolio Choice and Asset Pricing 133
- 7 Research Topics and Policy Implications 155
- Appendix A Data Appendix 162
- Appendix B Optimality Conditions for a Multiproduct Insurer 166
- Bibliography 169
- Index 177