Perspectives of Risk Sharing
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Cites work
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- Equilibrium in a Reinsurance Market
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Cited in
(45)- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving
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- Risk theory and serendipity
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- Optimal risk control and dividend policies under excess of loss reinsurance
- Large-loss behavior of conditional mean risk sharing
- Risk sharing with competition
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
- Extended gradient of convex function and capital allocation
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization
- Globalization and Risk Sharing
- On comonotonicity of Pareto optimal risk sharing
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- Synergy effect of cooperative investment
- The center of a convex set and capital allocation
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- An Industrial Organization Theory of Risk Sharing
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