List of Articles روشهای انتقال ریسک

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  1 - Survey on the Fisibility of Substitution Catastrophe Securitization and Current Reinsurance in Iranian Insurance Industry
  Kambiz Peykarjou hanieh davodi
  After 2004, Alternative Risk Transfer (ART) has been more popular in the Litriture of Financial Economics & Financial Management. For using ART, many Researches Pursue Resolution, which Minimize Claims of this Catastrophe, through Risk Distribution Cycle, or if any More

  After 2004, Alternative Risk Transfer (ART) has been more popular in the Litriture of Financial Economics & Financial Management. For using ART, many Researches Pursue Resolution, which Minimize Claims of this Catastrophe, through Risk Distribution Cycle, or if any Profitability, find Subsititutions of ART; such as Insurance. However, we study about this, by Estimating Nnon-linear relation between Claims of Catastrophe and Insured Risk Capitals(IRC), Accounting Loss Distribution Function(LDF), given Historical Data(HD) & using Monte Carlo Simulation(MCS) and then, Stimating Value at Risk(VaR) of Conditional Loss Distribution Function of Catastroph(CLDFC), which has almost Optimal Profitability.  Manuscript profile