Recommendations
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers
- Optimal insurance in the presence of reinsurance
- Optimal insurance risk control with multiple reinsurers
- Optimal reinsurance under general risk measures
- Reinsurance of multiple risks with generic dependence structures
Cites work
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- scientific article; zbMATH DE number 3368586 (Why is no real title available?)
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Designing insurance markets with moral hazard and nonexclusive contracts
- Equilibrium in a Reinsurance Market
- Increases in risk and deductible insurance
- Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
- Optimal indemnity contracts
- Optimal insurance and generalized deductibles
- Optimal risk sharing with background risk
- Second-Best Insurance Contract Design in an Incomplete Market
- The economics of risk and time
Cited in
(6)- The role of a representative reinsurer in optimal reinsurance
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
- Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
- On randomized reinsurance contracts
- Optimal insurance in the presence of reinsurance
- Optimal risk allocation in reinsurance networks
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