文章基本信息

标题：Insolvency probability in reinsurance treaty: a case study in Malaysia
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作者：Noriszura Ismail ; Ansar Asnawi Ahmad Anuar
期刊名称：Perspectives of Innovations, Economics and Business
印刷版ISSN：1804-0519
电子版ISSN：1804-0527
出版年度：2009
卷号：3
期号：3
页码：62-64
出版社：Prague Development Center, s.r.o.
摘要：In developing countries such as Malaysia, the availability of reinsurance arrangements provides several advantages to the primary insurers such as keeping their risk exposures at prudent levels by having their large risk exposures reinsured by another company, meeting client requests for larger insurance coverage by having their limited financial sources supported by another company, and acquiring underwriting skills, experience and ability of handling complex claims by depending on another company for such services. This paper aims to model insurance claims and assess the insolvency probability of reinsurance treaties. Claims data was obtained from one of the leading insurers in Malaysia and R programming with actuar package is used to compute the probability of insolvency.
关键词：Reinsurance; pricing; insolvency probability; excess-of-loss.