Life reinsurance under perfect and asymmetric information
From MaRDI portal
Publication:6609073
DOI10.1080/03461238.2023.2295272MaRDI QIDQ6609073FDOQ6609073
Authors: An Chen, Maria Hinken, Yang Shen 
Publication date: 20 September 2024
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Recommendations
- Optimal reinsurance design with distortion risk measures and asymmetric information
- Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
- Optimal reinsurance with default risk: a reinsurer's perspective
- Optimal investment and reinsurance policies in insurance markets under the effect of inside information
- Equilibrium investment-reinsurance strategy under information asymmetry and random horizon
Cites Work
- Mean-variance approximations to expected utility
- Monotone Comparative Statics
- Optimal longevity risk transfer and investment strategies
- On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer
- Bowley reinsurance with asymmetric information on the insurer's risk preferences
- A hybrid stochastic differential reinsurance and investment game with bounded memory
- Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
- Reinsurance contract design with adverse selection
- Decrease of capital guarantees in life insurance products: can reinsurance stop it?
- A continuous-time theory of reinsurance chains
- Bowley reinsurance with asymmetric information: a first-best solution
This page was built for publication: Life reinsurance under perfect and asymmetric information
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6609073)
