Application of Convex Optimization Results of DE FINETTI’s Problem for Proportional Reinsurance: Study Case CAARAMA Insurance Campany in Algiers
| المصدر: | مجلة بحوث الإدارة والاقتصاد |
|---|---|
| الناشر: | جامعة زيان عاشور بالجلفة - كلية العلوم الاقتصادية والتجارية وعلوم التسيير |
| المؤلف الرئيسي: | Cheraitia, Zahra (Author) |
| مؤلفين آخرين: | Medjden, Hanya Kherchi (Co-Author) |
| المجلد/العدد: | مج2, ع4 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2020
|
| الشهر: | سبتمبر |
| الصفحات: | 86 - 100 |
| ISSN: |
2676-184x |
| رقم MD: | 1082801 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Convex Function | Nonlinear Optimization | Proportional Reinsurance | Risk Minimization
|
| رابط المحتوى: |
عدد مرات التحميل
7
| LEADER | 02120nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 1823030 | ||
| 041 | |a eng | ||
| 044 | |b الجزائر | ||
| 100 | |9 583688 |a Cheraitia, Zahra |e Author | ||
| 245 | |a Application of Convex Optimization Results of DE FINETTI’s Problem for Proportional Reinsurance: |b Study Case CAARAMA Insurance Campany in Algiers | ||
| 260 | |b جامعة زيان عاشور بالجلفة - كلية العلوم الاقتصادية والتجارية وعلوم التسيير |c 2020 |g سبتمبر | ||
| 300 | |a 86 - 100 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b The objective of this research is to find the optimal retention level for a proportional reinsurance treaty based on the results of the convex optimization developed in De Finetti’s model. The latter makes it possible to determine the level of retention that achieves the expected profit by the insurer, while minimizing claims volatility. The convex functions appear abundantly in economics and finance. They have remarkable specificities that allows actuaries to minimize financial risks to which some institutions are exposed, especially insurance companies. Therefore, the use of mathematical tools to manage the various risks is paramount.In order to remedy the optimization problem, we have combined the probability of failure method with the "De Finetti" model for proportional reinsurance, which proposed a retention optimization process that minimizes claim volatility for a fixed expected profit based on the results of the non-linear optimization. | ||
| 653 | |a التأمين |a التأمين النسبى |a الجزائر | ||
| 692 | |b Convex Function |b Nonlinear Optimization |b Proportional Reinsurance |b Risk Minimization | ||
| 773 | |4 الإدارة |6 Management |c 006 |e Management & Economics Research Journal |f Mağallaẗ buḥūṯ al-idāraẗ wa al-iqtiṣād |l 004 |m مج2, ع4 |o 2063 |s مجلة بحوث الإدارة والاقتصاد |v 002 |x 2676-184x | ||
| 700 | |a Medjden, Hanya Kherchi |e Co-Author |9 32937 | ||
| 856 | |u 2063-002-004-006.pdf | ||
| 930 | |d y |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1082801 |d 1082801 | ||
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