The Application of Option Models to the Reinsurance Market

Billie Ann Brotman

Journal of Insurance Issues, 1987, vol. 10, issue 1, 13-20

Abstract: Reinsurance is defined as an insurer's insurance. A treaty arrangement or pooling method is normally employed whereby a proportional amount of risk or losses are transferred. Characteristics that the treaty arrangement and futures' markets share in common are highlighted. Hedging strategies involving the use of options will be examined in lieu of the special needs of an insurance company ceding risk, as well as those acting as reinsurers.

Date: 1987
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