Captive insurance companies and the management of non-conventional corporate risks
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.
|Date of creation:||22 Feb 2011|
|Date of revision:|
|Contact details of provider:|| Postal: 35 Stirling Highway, Crawley, WA 6009|
Phone: (61) (8) 6488 1757
Fax: (61) (8) 6488 1098
Web page: http://www.are.uwa.edu.au/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Carmela Di Mauro & Anna Maffioletti, 2001. "The Valuation of Insurance under Uncertainty: Does Information about Probability Matter?," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 26(3), pages 195-224, December.
When requesting a correction, please mention this item's handle: RePEc:ags:uwauwp:100886. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search)
If references are entirely missing, you can add them using this form.