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Evaluating Hybrid Products: The Interplay Between Financial and Insurance Markets

机译：评估混合产品：金融和保险市场之间的相互作用

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摘要

A current issue in the theory and practice of insurance and reinsurance markets is to find alternative ways of securitizing risks. Insurance companies have the possibility of investing in financial markets and therefore hedge against their risks with financial instruments. Furthermore they can sell part of their insurance risk by introducing insurance linked products on financial markets. Hence insurance and financial markets may no longer be considered as disjoint objects, but can be viewed as one arbitrage-free market. Here we provide an introduction to how mathematical methods for pricing and hedging financial claims such as the benchmark approach and local risk minimization can be applied to the valuation of hybrid financial insurance products, as well as to premium determination, risk mitigation and claim reserve management.
机译：保险和再保险市场理论和实践中的当前问题是找到证券化风险的替代方式。保险公司有可能投资金融市场，因此对金融工具的风险对冲。此外，他们可以通过在金融市场上引入保险产品来销售部分保险风险。因此，保险和金融市场可能不再被视为不相交的物体，但可以被视为一个自由套利市场。在这里，我们可以介绍定价和套期保值的数学方法，例如基准方法和地方风险最小化，可以应用于混合金融保险产品的估值，以及高级确定，风险减缓和索赔储备管理。

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