Optimal reinsurance with multiple tranches
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Publication:306745
DOI10.1016/J.JMATECO.2016.05.006zbMATH Open1368.91115OpenAlexW2415160155MaRDI QIDQ306745FDOQ306745
Authors: Semyon Malamud, Huaxia Rui, Andrew B. Whinston 
Publication date: 1 September 2016
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.05.006
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Cites Work
- Title not available (Why is that?)
- The economics of risk and time
- Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
- Optimal insurance and generalized deductibles
- Optimal indemnity contracts
- Increases in risk and deductible insurance
- Optimal risk sharing with background risk
- Designing insurance markets with moral hazard and nonexclusive contracts
- Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
- Second-Best Insurance Contract Design in an Incomplete Market
- Title not available (Why is that?)
- Equilibrium in a Reinsurance Market
Cited In (6)
- Optimal risk allocation in reinsurance networks
- On randomized reinsurance contracts
- The role of a representative reinsurer in optimal reinsurance
- Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage
- Optimal insurance in the presence of reinsurance
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
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