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文章基本信息

  • 标题:Discarding Risk Avoidance and Embracing Risk Optimization: Managing Reinsurance Credit
  • 本地全文:下载
  • 作者:Neil M. Bodoff, FCAS, MAAA
  • 期刊名称:Casualty Actuarial Society Forum
  • 印刷版ISSN:1046-6487
  • 出版年度:2011
  • 卷号:1
  • 出版社:CAS
  • 摘要:Property-casualty insurance companies tend to focus on avoiding and controlling their exposure to reinsurance credit risk. This paper advocates switching from this risk avoidance and compliance mentality to a probabilistic and market based view in which one seeks to measure, hedge, exploit, and optimize risk.
  • 关键词:Reinsurance Credit Risk; Credit Default Swap; CDS.
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