Equilibria in a proportional reinsurance market
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Publication:796235
DOI10.1016/0167-6687(84)90047-7zbMATH Open0543.62088OpenAlexW1981694319MaRDI QIDQ796235FDOQ796235
Authors: H. U. Gerber 
Publication date: 1984
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(84)90047-7
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Cites Work
Cited In (19)
- A coinsurance model and ruin probability: insights from Pareto optimal risk transferring in an insurance market
- Equilibrium recoveries in insurance markets with limited liability
- Existence and uniqueness of equilibrium in a reinsurance syndicate
- Title not available (Why is that?)
- Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
- Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions
- Title not available (Why is that?)
- Perspectives of Risk Sharing
- Choquet pricing and equilibrium.
- Title not available (Why is that?)
- Structured reinsurance deals with reference to relative market performance
- Reinsurance in arbitrage-free markets
- Chains of reinsurance: Non-cooperative equilibria and Pareto optimality
- Title not available (Why is that?)
- Nash equilibria in optimal reinsurance bargaining
- Reinsurance retention levels for property/liability firms. A managerial portofolio selection framework
- Multivariate systemic optimal risk transfer equilibrium
- Equilibrium with monoline and multiline structures
- A numerical approach to utility functions in risk theory
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