Risk sharing with multiple indemnity environments
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Cites work
- A course in game theory.
- Characterizations of optimal reinsurance treaties: a cost-benefit approach
- Competition among non-life insurers under solvency constraints: a game-theoretic approach
- Convex ordering for insurance preferences
- Existence of an Equilibrium for a Competitive Economy
- Insurance with multiple insurers: a game-theoretic approach
- Nonlinear multiobjective optimization
- On Pareto-optimal reinsurance with constraints under distortion risk measures
- On optimal reinsurance policy with distortion risk measures and premiums
- On randomized reinsurance contracts
- On the existence of a representative reinsurer under heterogeneous beliefs
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
- Optimal insurance with background risk: an analysis of general dependence structures
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
- Optimal reinsurance under variance related premium principles
- Optimal risk sharing with background risk
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Pareto-optimal reinsurance arrangements under general model settings
- Pareto-optimal reinsurance policies in the presence of individual risk constraints
- Stable solutions for optimal reinsurance problems involving risk measures
- The Nash bargaining solution is optimal
- The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
- The bargaining problem
- The optimal insurance under disappointment theories
Cited in
(16)- Optimal reinsurance from an optimal transport perspective
- Incident-specific cyber insurance
- Optimal design for network mutual aid
- Risk sharing under heterogeneous beliefs without convexity
- Mean-variance longevity risk-sharing for annuity contracts
- Pricing of insurance-linked securities: a multi-peril approach
- Optimal reinsurance under endogenous default and background risk
- On a Markovian game model for competitive insurance pricing
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition
- Structured reinsurance deals with reference to relative market performance
- Portfolio selection and risk sharing via risk budgeting
- Time-varying Pareto optimal risk sharing for annuities
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Immunization of multiple liabilities
- An insurer's optimal strategy towards a new independent business
- Pareto-optimal reinsurance with default risk and solvency regulation
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