| Publication | Date of Publication | Type |
|---|
Asymmetric Nash insurance bargaining between risk-averse parties
ASTIN Bulletin | 2026-01-22 | Paper |
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach
Insurance Mathematics & Economics | 2025-01-17 | Paper |
Longevity Risk Modeling with the Consumer Price Index
North American Actuarial Journal | 2024-11-18 | Paper |
(No-)betting Pareto optima under rank-dependent utility
Mathematics of Operations Research | 2024-11-07 | Paper |
Optimal insurance with mean-deviation measures
Insurance Mathematics & Economics | 2024-09-18 | Paper |
Bowley Insurance with Expected Utility Maximization of the Policyholders
North American Actuarial Journal | 2024-08-05 | Paper |
Robust insurance design with distortion risk measures
European Journal of Operational Research | 2024-07-02 | Paper |
Equilibria and efficiency in a reinsurance market
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Bowley vs. Pareto optima in reinsurance contracting
European Journal of Operational Research | 2023-07-03 | Paper |
Pareto-optimal reinsurance with default risk and solvency regulation
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Optimal insurance under maxmin expected utility
Finance and Stochastics | 2023-04-12 | Paper |
A discussion of ‘optimal reinsurance designs based on risk measures: a review’
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
Springer Actuarial | 2022-11-18 | Paper |
Insurance with heterogeneous preferences
Journal of Mathematical Economics | 2022-11-03 | Paper |
Bowley reinsurance with asymmetric information: a first-best solution
Scandinavian Actuarial Journal | 2022-09-19 | Paper |
A marginal indemnity function approach to optimal reinsurance under the Vajda condition
European Journal of Operational Research | 2022-07-22 | Paper |
Mean-variance insurance design with counterparty risk and incentive compatibility
ASTIN Bulletin | 2022-06-13 | Paper |
Competitive equilibria in a comonotone market
Economic Theory | 2022-02-04 | Paper |
Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Risk sharing with multiple indemnity environments
European Journal of Operational Research | 2021-11-05 | Paper |
Optimal reinsurance design with distortion risk measures and asymmetric information
ASTIN Bulletin | 2021-09-24 | Paper |
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Scandinavian Actuarial Journal | 2021-09-13 | Paper |
\( \tau \)-value for risk capital allocation problems
Operations Research Letters | 2021-04-07 | Paper |
Pricing in a competitive stochastic insurance market
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Nash equilibria in optimal reinsurance bargaining
Insurance Mathematics & Economics | 2020-08-03 | Paper |
Bilateral risk sharing with heterogeneous beliefs and exposure constraints
ASTIN Bulletin | 2020-02-03 | Paper |
A generalization of the Aumann-Shapley value for risk capital allocation problems
European Journal of Operational Research | 2020-01-08 | Paper |
Equilibrium recoveries in insurance markets with limited liability
Journal of Mathematical Economics | 2019-12-30 | Paper |
Constrained stochastic cost allocation
Mathematical Social Sciences | 2019-11-08 | Paper |
On the existence of a representative reinsurer under heterogeneous beliefs
Insurance Mathematics & Economics | 2019-09-19 | Paper |
Forecasting compositional risk allocations
Insurance Mathematics & Economics | 2019-01-15 | Paper |
Insurance with multiple insurers: a game-theoretic approach
European Journal of Operational Research | 2018-07-25 | Paper |
Optimal insurance in the presence of reinsurance
Scandinavian Actuarial Journal | 2018-07-17 | Paper |
Risk sharing with expected and dual utilities
ASTIN Bulletin | 2018-06-04 | Paper |
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
ASTIN Bulletin | 2018-06-04 | Paper |
Competitive equilibria with distortion risk measures
ASTIN Bulletin | 2018-06-04 | Paper |
Risk redistribution games with dual utilities
ASTIN Bulletin | 2018-06-04 | Paper |
Noncooperative dynamic games for general insurance markets
Insurance Mathematics & Economics | 2018-02-15 | Paper |
Solvency II solvency capital requirement for life insurance companies based on expected shortfall
European Actuarial Journal | 2018-01-12 | Paper |
Intergenerational risk sharing in closing pension funds
Insurance Mathematics & Economics | 2017-05-24 | Paper |
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
Insurance Mathematics & Economics | 2017-01-31 | Paper |
Capital allocation for portfolios with non-linear risk aggregation
Insurance Mathematics & Economics | 2017-01-31 | Paper |
The role of a representative reinsurer in optimal reinsurance
Insurance Mathematics & Economics | 2016-12-13 | Paper |
A Calderón multiplicative preconditioner for the electromagnetic Poincaré-Steklov operator of a heterogeneous domain with scattering applications
Journal of Computational Physics | 2016-12-05 | Paper |
Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator
European Journal of Operational Research | 2016-10-07 | Paper |
Algebraic multigrid for stationary and time-dependent partial differential equations with stochastic coefficients
Numerical Linear Algebra with Applications | 2010-09-10 | Paper |
Local Fourier Analysis of Multigrid for the Curl-Curl Equation
SIAM Journal on Scientific Computing | 2009-07-22 | Paper |
On algebraic multigrid methods derived from partition of unity nodal prolongators
Numerical Linear Algebra with Applications | 2009-03-31 | Paper |
An algebraic multigrid method for high order time-discretizations of the div-grad and the curl-curl equations
Applied Numerical Mathematics | 2009-03-20 | Paper |
