| Publication | Date of Publication | Type |
|---|
Optimal insurance design under asymmetric Nash bargaining
Insurance Mathematics & Economics | 2025-01-17 | Paper |
Variance insurance contracts
Insurance Mathematics & Economics | 2024-03-21 | Paper |
An insurer's optimal strategy towards a new independent business
Scandinavian Actuarial Journal | 2024-02-26 | Paper |
Optimal risk management with reinsurance and its counterparty risk hedging
Insurance Mathematics & Economics | 2024-02-13 | Paper |
Optimal reinsurance designs based on risk measures: a review
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Distributionally robust goal-reaching optimization in the presence of background risk
North American Actuarial Journal | 2022-10-06 | Paper |
S-shaped narrow framing, skewness and the demand for insurance
Insurance Mathematics & Economics | 2022-07-15 | Paper |
Regret-based optimal insurance design
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Enhancing an insurer's expected value by reinsurance and external financing
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Risk sharing with multiple indemnity environments
European Journal of Operational Research | 2021-11-05 | Paper |
Optimal incentive-compatible insurance with background risk
ASTIN Bulletin | 2021-09-24 | Paper |
Optimal insurance with background risk: an analysis of general dependence structures
Finance and Stochastics | 2020-11-11 | Paper |
Optimal insurance with belief heterogeneity and incentive compatibility
Insurance Mathematics & Economics | 2020-08-03 | Paper |
A Bowley solution with limited ceded risk for a monopolistic reinsurer
Insurance Mathematics & Economics | 2020-03-20 | Paper |
Optimal reinsurance design: a mean-variance approach
North American Actuarial Journal | 2019-05-28 | Paper |
Optimal reinsurance under the risk-adjusted value of an insurer's liability and an economic reinsurance premium principle
North American Actuarial Journal | 2019-05-28 | Paper |
On the optimality of a straight deductible under belief heterogeneity
ASTIN Bulletin | 2019-03-27 | Paper |
Insurance choice under third degree stochastic dominance
Insurance Mathematics & Economics | 2018-11-19 | Paper |
Optimum insurance contracts with background risk and higher-order risk attitudes
ASTIN Bulletin | 2018-10-19 | Paper |
Optimal reinsurance arrangements in the presence of two reinsurers
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
The design of an optimal retrospective rating plan
ASTIN Bulletin | 2018-06-04 | Paper |
Optimal insurance design in the presence of exclusion clauses
Insurance Mathematics & Economics | 2017-09-19 | Paper |
Optimal non-life reinsurance under Solvency II regime
Insurance Mathematics & Economics | 2015-12-14 | Paper |
Multivariate reinsurance designs for minimizing an insurer's capital requirement
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Optimal reinsurance with limited ceded risk: a stochastic dominance approach
ASTIN Bulletin | 2014-04-16 | Paper |
Optimal reinsurance subject to Vajda condition
Insurance Mathematics & Economics | 2014-04-15 | Paper |
Optimal reinsurance under variance related premium principles
Insurance Mathematics & Economics | 2014-04-14 | Paper |
Optimal reinsurance with general premium principles
Insurance Mathematics & Economics | 2014-04-03 | Paper |
Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability
ASTIN Bulletin | 2013-12-12 | Paper |
Are flexible premium variable annuities under-priced?
ASTIN Bulletin | 2013-12-12 | Paper |
Optimal reinsurance under VaR and CVaR risk measures a simplified approach
ASTIN Bulletin | 2012-06-11 | Paper |
An insurance risk model with stochastic volatility
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance
Insurance Mathematics & Economics | 2012-02-10 | Paper |
On the threshold dividend strategy for a generalized jump-diffusion risk model
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Decomposition of a Schur-constant model and its applications
Insurance Mathematics & Economics | 2009-06-10 | Paper |
