EconPapers    
Economics at your fingertips  
 

Captive insurance companies and the management of non-conventional corporate risks

Jean-Baptiste Lesourd and Steven Schilizzi

No 100886, Working Papers from University of Western Australia, School of Agricultural and Resource Economics

Abstract: We examine under what conditions setting up a captive insurance company with reinsurance is an optimal solution for risk-averse firms when the insured firm, the insurer and the reinsurer do not know the probability distribution of some risks, and have conflicting estimates of this distribution.

Keywords: Risk; and; Uncertainty (search for similar items in EconPapers)
Pages: 14
Date: 2011-02-22
New Economics Papers: this item is included in nep-bec, nep-ias and nep-upt
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://ageconsearch.umn.edu/record/100886/files/wp110005.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:uwauwp:100886

DOI: 10.22004/ag.econ.100886

Access Statistics for this paper

More papers in Working Papers from University of Western Australia, School of Agricultural and Resource Economics Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().

 
Page updated 2021-01-16
Handle: RePEc:ags:uwauwp:100886