scientific article; zbMATH DE number 5299204
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- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework
- Optimal risk-sharing across a network of insurance companies
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- Enhancing insurer value through reinsurance optimization
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- Hierarchical structures in the aggregation of premium risk for insurance underwriting
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- Potential games with aggregation in non-cooperative general insurance markets
- Probability of sufficiency of Solvency II reserve risk margins: practical approximations
- Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing
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- The Distribution of Sums of Certain I.I.D. Pareto Variates
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