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The optimal reinsurance treaty
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The optimal reinsurance treaty (1969)The optimal reinsurance treatyAn attempt to determine the optimum amount of stop loss reinsurance (1960)An attempt to determine the o…Optimal reinsurance designs based on risk measures: a review (2020)Optimal reinsurance designs b…Robust reinsurance contracts with risk constraint (2019)Robust reinsurance contracts …Risk-adjusted Bowley reinsurance under distorted probabilities (2019)Risk-adjusted Bowley reinsura…Robust optimal investment and reinsurance problem for the product of the insurer’s and the reinsurer’s utilities (2018)Robust optimal investment and…Robust reinsurance contracts with uncertainty about jump risk (2017)Robust reinsurance contracts …Robust optimal investment and reinsurance problem for a general insurance company under Heston model (2017)Robust optimal investment and…Pareto-Optimal Reinsurance Arrangements Under General Model Settings (2016)Pareto-Optimal Reinsurance Ar…OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (2015)OPTIMAL REINSURANCE FROM THE …Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability (2012)Optimal Reciprocal Reinsuranc…Optimal retention levels, given the joint survival of cedent and reinsurer (2004)Optimal retention levels, giv…Mathematical Methods in Risk Theory. (1971)On minimizing the ruin probability by investment and reinsurance (2002)Insurance: Mathematics and Economics (2004)Lee-Carter mortality forecasting: application to the Italian population (2005)Optimal joint survival reinsurance: An efficient frontier approach (2010)On Pareto-optimal reinsurance with constraints under distortion risk measures (2017)An introduction to mathematical risk theory (1979)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (2007)Time-consistent reinsurance–investment strategy for an insurer and a reinsurer with mean–variance criterion under the CEV model (2015)Optimal Reinsurance Revisited – A Geometric Approach (2010)Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach (2010)A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (2017)The concept of comonotonicity in actuarial science and finance: theory (2002)On convex risk measures on L p -spaces (2008)OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (2008)Aspects of Risk Theory (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Robust Portfolio Rules and Asset Pricing (2004)Risk, Ambiguity, and the Savage Axioms (1961)Maxmin expected utility with non-unique prior (1989)Robust non-zero-sum investment and reinsurance game with default risk (2018)Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model (2019)Household consumption-investment-insurance decisions with uncertain income and market ambiguity (2021)A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)A Stackelberg reinsurance–investment game with asymmetric information and delay (2020)Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (2020)Essays in the Theory of Risk-Bearing. (1972)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Reinsurance games with two reinsurers: Tree versus chain (2023)Coherent Measures of Risk (1999)Stochastic Finance (2004)American Economic Review (2019)Optimal Reinsurance with General Premium Principles (2011)Marginal Indemnification Function formulation for optimal reinsurance (2015)Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (2019)
this work references cited by second hop

References

  • 1960An attempt to determine the optimum amount of stop loss reinsurance203 cited

Cited by

  • 2012Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability76 cited
  • 2015OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER72 cited
  • 2016Pareto-Optimal Reinsurance Arrangements Under General Model Settings66 cited
  • 2017Robust reinsurance contracts with uncertainty about jump risk62 cited
  • 2020Optimal reinsurance designs based on risk measures: a review57 cited
  • 2018Robust optimal investment and reinsurance problem for the product of the insurer’s and the reinsurer’s utilities56 cited
  • 2004Optimal retention levels, given the joint survival of cedent and reinsurer48 cited
  • 2019Risk-adjusted Bowley reinsurance under distorted probabilities46 cited
  • 2017Robust optimal investment and reinsurance problem for a general insurance company under Heston model43 cited
  • 2019Robust reinsurance contracts with risk constraint33 cited

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