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International Recovery Platform

A Dynamic Model of Extreme Risk Coverage

Reinsurers choose every year the quantity of risk they cover and the level of external capital they raise to cover these risks. The model exhibits time dependency and reproduces a market dynamics that shares many features with the real market.


Resilience and Efficiency in the Global Reinsurance Market

This paper presents a dynamic model of the reinsurance
market for catastrophe risks. The model is based on
the classical capacity-constraint assumption.

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