Stochastic Pareto-optimal reinsurance policies
From MaRDI portal
Publication:2015633
Recommendations
- Pareto-optimal reinsurance policies in the presence of individual risk constraints
- Optimal proportional reinsurance policies for stochastic models
- Pareto-optimal reinsurance under individual risk constraints
- Pareto-optimal reinsurance arrangements under general model settings
- Pareto-optimal reinsurance policies with maximal synergy
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach
- Pareto-optimal reinsurance with default risk and solvency regulation
- Optimal reinsurance under risk and uncertainty
- Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles
- On Pareto-optimal reinsurance with constraints under distortion risk measures
Cites work
- scientific article; zbMATH DE number 2172354 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- A stochastic differential reinsurance game
- On absolute ruin minimization under a diffusion approximation model
- On reinsurance and investment for large insurance portfolios
- Optimal dynamic reinsurance policies for large insurance portfolios
- Optimal reinsurance under mean-variance premium principles
- Optimal reinsurance with a rescuing procedure
- Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA)
- Stochastic cooperative games in insurance
Cited in
(18)- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
- Stochastic differential reinsurance games in diffusion approximation models
- Dynamic risk-sharing game and reinsurance contract design
- Pareto-optimal reinsurance policies with maximal synergy
- Optimality of excess-loss reinsurance under a mean-variance criterion
- Chains of reinsurance: Non-cooperative equilibria and Pareto optimality
- Stochastic differential games between two insurers with generalized mean-variance premium principle
- Dynamic stochastic cooperative reinsurance strategy in a continuous time model
- Robust reinsurance contracts with risk constraint
- Reinsurance contract design when the insurer is ambiguity-averse
- Equilibrium reinsurance strategy and mean residual life function
- The optimal deductible and coverage in insurance contracts and equilibrium risk sharing policies
- Equilibrium excess-of-loss reinsurance and investment strategies for an insurer and a reinsurer
- Optimal dividend strategies with reinsurance under contagious systemic risk
- Optimal reinsurance contract in a Stackelberg game framework: a view of social planner
- Time-consistent investment and reinsurance under relative performance concerns
This page was built for publication: Stochastic Pareto-optimal reinsurance policies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2015633)
