Insurance Australia Group

Displaying 1-1 of 1 results

  • White Papers // Apr 2009

    Reinsurance Credit Risk Modelling

    This paper presents a unifying stochastic approach to modelling the reinsurance credit risk in a DFA environment. The approach relies on the key ideas of defining the reinsurer default as the outcome of an asset impairment event and modelling default events being dependant on the current state of global reinsurance...

    Provided By Insurance Australia Group

  • White Papers // Apr 2009

    Reinsurance Credit Risk Modelling

    This paper presents a unifying stochastic approach to modelling the reinsurance credit risk in a DFA environment. The approach relies on the key ideas of defining the reinsurer default as the outcome of an asset impairment event and modelling default events being dependant on the current state of global reinsurance...

    Provided By Insurance Australia Group