Characterizations of optimal reinsurance treaties: a cost-benefit approach
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Publication:4575448
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Cited in
(52)- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- Budget-constrained optimal insurance with belief heterogeneity
- Bowley reinsurance with asymmetric information on the insurer's risk preferences
- Optimal insurance design under Vajda condition and exclusion clauses
- Optimal reinsurance designs based on risk measures: a review
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Reinsurance premium principles based on weighted loss functions
- Robust insurance design with distortion risk measures
- Optimal insurance under rank-dependent expected utility
- Risk-adjusted bowley reinsurance under distorted probabilities
- On Pareto-optimal reinsurance with constraints under distortion risk measures
- Bowley reinsurance with asymmetric information: a first-best solution
- Multi-constrained optimal reinsurance model from the duality perspectives
- Optimal risk management with reinsurance and its counterparty risk hedging
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability
- A Neyman-Pearson perspective on optimal reinsurance with constraints
- Revisit optimal reinsurance under a new distortion risk measure
- Risk transference constraints in optimal reinsurance
- Pareto-optimal reinsurance policies with maximal synergy
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs
- Optimal reinsurance design with distortion risk measures and asymmetric information
- A discussion of ‘optimal reinsurance designs based on risk measures: a review’
- A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi
- Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi
- Optimal proportional reinsurance with a loss-dependent premium principle
- Optimal insurance with mean-deviation measures
- How much is optimal reinsurance degraded by error?
- Concave distortion risk minimizing reinsurance design under adverse selection
- Universally marketable insurance under multivariate mixtures
- Risk sharing with multiple indemnity environments
- A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- VaR and CTE based optimal reinsurance from a reinsurer's perspective
- Pareto-optimal reinsurance arrangements under general model settings
- Robust and Pareto optimality of insurance contracts
- Optimal insurance in the presence of reinsurance
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition
- Budget-constrained optimal reinsurance design under coherent risk measures
- Bowley solution under the reinsurer's default risk
- Optimal reinsurance with default risk: a reinsurer's perspective
- Optimal insurance for a prudent decision maker under heterogeneous beliefs
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation
- The effect of risk constraints on the optimal insurance policy
- Optimal reinsurance with general premium principles based on RVaR and WVaR
- Optimal reinsurance with probabilistic constraints under distortion risk measure
- A unifying approach to constrained and unconstrained optimal reinsurance
- A note on optimal insurance risk control with multiple reinsurers
- Pareto-optimal reinsurance policies in the presence of individual risk constraints
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities
- Convex risk functionals: representation and applications
- Pareto-optimal reinsurance with default risk and solvency regulation
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
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