Risk-adjusted bowley reinsurance under distorted probabilities
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Publication:2415964
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- Bowley solution of a mean-variance game in insurance
Cites work
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- Chains of reinsurance
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- Characterizations of optimal reinsurance treaties: a cost-benefit approach
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
- Decision principles derived from risk measures
- Distortion Risk Measures and Economic Capital
- scientific article; zbMATH DE number 7005721 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
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Cited in
(41)- Bowley solution of a mean-variance game in insurance
- Concave distortion risk minimizing reinsurance design under adverse selection
- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon
- Portfolio risk analysis of excess of loss reinsurance
- Bowley reinsurance with asymmetric information on the insurer's risk preferences
- Optimal reinsurance with model uncertainty and Stackelberg game
- Bowley reinsurance with asymmetric information: a first-best solution
- Robust reinsurance contracts with risk constraint
- Optimal reinsurance designs based on risk measures: a review
- Optimal reinsurance with general premium principles based on RVaR and WVaR
- Bowley vs. Pareto optima in reinsurance contracting
- Optimal allocation of policy limits in layer reinsurance treaties
- Distributionally robust reinsurance with expectile
- Reinsurance games with two reinsurers: tree versus chain
- Equilibria and efficiency in a reinsurance market
- Bowley solution under the reinsurer's default risk
- Stackelberg equilibria with multiple policyholders
- Worst-case risk with unspecified risk preferences
- Flexible Weather Index Insurance Design with Penalized Splines
- Reinsurance games with n variance-premium reinsurers: from tree to chain
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model
- Bowley Insurance with Expected Utility Maximization of the Policyholders
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
- Subgame perfect Nash equilibria in large reinsurance markets
- Stackelberg equilibrium strategies between insurance demand and government interventions
- Performance-based variable premium scheme and reinsurance design
- Co-opetition in reinsurance markets: when Pareto meets Stackelberg and Nash
- Optimal insurance design in the presence of government financial assistance
- Optimal design of fixed and variable costs in peer-to-peer insurance with heterogeneous risk
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Bowley solution of a variance game in insurance
- Insurance contract for electric vehicle charging stations: a Stackelberg game-theoretic approach
- Bowley-optimal convex-loaded premium principles
- Two Stackelberg games in life insurance: mean-variance criterion
- Optimal reinsurance-investment problem for the insurer and reinsurer with asymmetric information in principal-agent model
- Continuous and monotone Bayesian Nash equilibrium with incomplete information about player's risk preferences
- Moral hazard in insurance markets with distortion risk measures
- Stackelberg equilibria in monopoly insurance markets with probability weighting
- Nash equilibria in optimal reinsurance bargaining
- Prevention efforts, insurance demand and price incentives under coherent risk measures
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