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Optimal Risk Exchanges
6 references·15 citing·39 second hop
Optimal Risk Exchanges (1979)Optimal Risk ExchangesEquilibrium in a Reinsurance Market (1992)Equilibrium in a Reinsurance …The Mathematical Theory of Insurance. (1975)The Mathematical Theory of In…Stochastic Theory of a Risk Business (1970)Stochastic Theory of a Risk B…The Theory of Syndicates (1968)The Theory of SyndicatesRisk and Uncertainty (1968)Risk and UncertaintyEquilibrium in a Reinsurance Market (1962)Equilibrium in a Reinsurance …From risk sharing to pure premium for a large number of heterogeneous losses (2020)From risk sharing to pure pre…BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (2020)BILATERAL RISK SHARING WITH H…PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (2016)PRICING IN REINSURANCE BARGAI…Pareto Optimal Allocations and Optimal Risk Sharing for Quasiconvex Risk Measures (2013)Pareto Optimal Allocations an…Allocation of risks and equilibrium in markets with finitely many traders (2007)Allocation of risks and equil…On the optimal risk allocation problem (2006)On the optimal risk allocatio…Monotone and cash-invariant convex functions and hulls (2006)Monotone and cash-invariant c…Perspectives of Risk Sharing (2002)Perspectives of Risk SharingNon-Expected Utility and The Robustness of the Classical Insurance Paradigm (1995)Non-Expected Utility and The …Insurance with undiversifiable risk: Contract structure and organizational form of insurance firms (1993)Insurance with undiversifiabl…Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization (1993)Equilibrium in a Reinsurance …Incomplete Markets for Insurance: An Overview (1992)Incomplete Markets for Insura…Increasing risk in a bargaining situation (1989)Increasing risk in a bargaini…Pareto-optimal risk sharing with fixed costs per claim (1987)Pareto-optimal risk sharing w…Reinsurance under Conditions of Capital Market Equilibrium: A Note (1981)Reinsurance under Conditions …Risk Aversion in the Small and in the Large (1976)Optimal contracts and competitive markets with costly state verification (1979)Signaling in Retrospect and the Informational Structure of Markets (2002)Risk, Uncertainty and Profit (1921)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry (1995)The Demand for Reinsurance: Theory and Empirical Tests (2003)Organizational Structure, Board Composition, and Risk Taking in the U.S. Property Casualty Insurance Industry (2012)Risk, Ambiguity, and the Savage Axioms (1961)The politics of redistributive social insurance (2002)Rearrangement inequalities in non-convex insurance models (2005)Optimal insurance design of ambiguous risks (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Moral Hazard and Observability (1979)Optimal retention levels, given the joint survival of cedent and reinsurer (2004)Excess of loss reinsurance under joint survival optimality (2006)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Existence of an Equilibrium for a Competitive Economy (1954)The Design of an Optimal Insurance Policy (1992)Inf-convolution of risk measures and optimal risk transfer (2005)Insurance within the Firm (2005)Theory of games and economic behavior (2019)Risk and insurance (1973)Pareto-Optimal Risk Exchanges and Related Decision Problems (1978)Financial Innovation in the Management of Catastrophe Risk (1997)Moral Hazard, Basis Risk, and Gap Insurance (2002)The allocation of catastrophe risk (2002)Statistical and Financial Models of Insurance Pricing and the Insurance Firm (1991)Utility Functions (1998)Optimality results for dividend problems in insurance (2009)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)Optimal dividends in the dual model (2006)Strategies for Dividend Distribution: A Review (2009)The Market for Catastrophe Risk: A Clinical Examination (1999)
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References

  • 1968The Theory of Syndicates1,178 cited
  • 1962Equilibrium in a Reinsurance Market700 cited
  • 1992Equilibrium in a Reinsurance Market562 cited
  • 1970Stochastic Theory of a Risk Business225 cited
  • 1975The Mathematical Theory of Insurance.190 cited
  • 1968Risk and Uncertainty41 cited

Cited by

  • 1993Insurance with undiversifiable risk: Contract structure and organizational form of insurance firms137 cited
  • 1981Reinsurance under Conditions of Capital Market Equilibrium: A Note122 cited
  • 2002Perspectives of Risk Sharing101 cited
  • 1995Non-Expected Utility and The Robustness of the Classical Insurance Paradigm99 cited
  • 1992Incomplete Markets for Insurance: An Overview79 cited
  • 1993Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization78 cited
  • 2006On the optimal risk allocation problem65 cited
  • 2006Monotone and cash-invariant convex functions and hulls50 cited
  • 1987Pareto-optimal risk sharing with fixed costs per claim47 cited
  • 2016PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS

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43 cited
  • 2020From risk sharing to pure premium for a large number of heterogeneous losses42 cited
  • 2007Allocation of risks and equilibrium in markets with finitely many traders36 cited
  • 2013Pareto Optimal Allocations and Optimal Risk Sharing for Quasiconvex Risk Measures35 cited
  • 2020BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS12 cited
  • 1989Increasing risk in a bargaining situation0 cited