PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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Publication:4563777
DOI10.1017/asb.2016.8zbMath1390.91164OpenAlexW3125154240MaRDI QIDQ4563777
Tim J. Boonen, Ken Seng Tan, Sheng Chao Zhuang
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2016.8
Related Items (21)
Optimal reinsurance designs based on risk measures: a review ⋮ A discussion of ‘optimal reinsurance designs based on risk measures: a review’ ⋮ Robust reinsurance contract with learning and ambiguity aversion ⋮ A marginal indemnity function approach to optimal reinsurance under the Vajda condition ⋮ Optimal insurance in the presence of reinsurance ⋮ Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance ⋮ Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Reinsurance contract design when the insurer is ambiguity-averse ⋮ Bowley vs. Pareto optima in reinsurance contracting ⋮ Bowley solution under the reinsurer's default risk ⋮ A continuous-time theory of reinsurance chains ⋮ On optimal reinsurance treaties in cooperative game under heterogeneous beliefs ⋮ Risk sharing with multiple indemnity environments ⋮ Robust reinsurance contracts with uncertainty about jump risk ⋮ On randomized reinsurance contracts ⋮ Insurance with multiple insurers: a game-theoretic approach ⋮ Bowley solution of a mean-variance game in insurance ⋮ A Bowley solution with limited ceded risk for a monopolistic reinsurer ⋮ A unifying approach to constrained and unconstrained optimal reinsurance ⋮ Nash equilibria in optimal reinsurance bargaining
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