Pareto-optimal reinsurance with default risk and solvency regulation

Cites Work

Advance-purchase discounts as a price discrimination device
Insurance with multiple insurers: a game-theoretic approach
Optimal insurance with belief heterogeneity and incentive compatibility
Optimal reinsurance-investment strategy for a dynamic contagion claim model
Stable distributions for asset returns
Pareto efficient insurance contracts when the insurer's cost function is discontinuous
Optimal insurance with divergent beliefs about insurer total default risk
On Pareto-optimal reinsurance with constraints under distortion risk measures
Pareto-optimal reinsurance arrangements under general model settings
Pareto-optimal reinsurance policies in the presence of individual risk constraints
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
Trade-off analysis approach for interactive nonlinear multiobjective optimization
Optimal reinsurance in the presence of counterparty default risk
Insurance with heterogeneous preferences
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
Risk sharing with multiple indemnity environments
On the existence of a representative reinsurer under heterogeneous beliefs
Equilibrium recoveries in insurance markets with limited liability
Optimality of excess-loss reinsurance under a mean-variance criterion
Optimal reinsurance with regulatory initial capital and default risk
Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
Modeling asset returns with alternative stable distributions^*
OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
Characterizations of optimal reinsurance treaties: a cost-benefit approach
ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY
Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
Impact of Counterparty Risk on the Reinsurance Market
Budget-constrained optimal reinsurance design under coherent risk measures
Arrow's Theorem of the Deductible with Heterogeneous Beliefs
Utility Functions
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY