Structured reinsurance deals with reference to relative market performance
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Publication:2665848
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Cites work
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- Enhancing insurer value through reinsurance optimization
- On composite lognormal-Pareto models
- On randomized reinsurance contracts
- Optimal insurance design under background risk with dependence
- Optimal insurance with background risk: an analysis of general dependence structures
- Optimal reinsurance designs based on risk measures: a review
- Optimal reinsurance under general risk measures
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach
- Optimal risk sharing with background risk
- Optimal XL-insurance under Wasserstein-type ambiguity
- Reinsurance. Actuarial and statistical aspects
- Risk sharing with multiple indemnity environments
- Robust and Pareto optimality of insurance contracts
- The concept of comonotonicity in actuarial science and finance: theory.
- The solution of the optimal insurance problem with background risk
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