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العنوان
Minimizing the ruin probability through reinsurance /
الناشر
Mohamed Essam Mohamed Hassan ,
المؤلف
Mohamed Essam Mohamed Hassan
هيئة الاعداد
باحث / Mohamed Essam Mohamed Hassan
مشرف / Raafat Ahmed Ali Ibrahim
مناقش / Dalia Ahmed Samy
مناقش / Hossam Olama
تاريخ النشر
2018
عدد الصفحات
101 Leaves :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
المالية
تاريخ الإجازة
6/3/2018
مكان الإجازة
جامعة القاهرة - كلية التجارة - Mathematics and Insurance
الفهرس
Only 14 pages are availabe for public view

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Abstract

The aim of this thesis is to measure the probability of ruin and to minimize the ruin probability through a proportional reinsurance, in addition to a pair of dynamic reinsurance strategies. The dynamic reinsurance strategies used are: Surplus injection and Threshold proportional reinsurance, with common criteria which is the dependence on the insurer’s surplus level.The Surplus injection reinsurance depends on splitting the original initial surplus into modified initial surplus plus reinsurance premium, by which the reinsurer will develop amount of money, which is enough to return the level of surplus to the determined level each time the surplus falls to less than the predetermined surplus using R (statistical program). The second non-traditional reinsurance method is a Threshold proportional reinsurance by which the retained ratio depends on the surplus level of insurer using Mathematica (statistical program). Finally we will compare the presented dynamic strategies and the static proportional reinsurance which already applied on the Egyptian insurance market to determine the optimal reinsurance strategy which minimizes the ruin probability