Equilibrium in a Reinsurance Syndicate; Existence, Uniqueness and Characterization
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Knut K. Aase, 2007.
"Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(1), pages 239-268, March.
- Aase, Knut K., 2005. "Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs," Discussion Papers 2005/10, Norwegian School of Economics, Department of Business and Management Science.
- Aase, Knut K, 2005. "Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs," University of California at Los Angeles, Anderson Graduate School of Management qt4699p9q5, Anderson Graduate School of Management, UCLA.
- Denuit, M. & Robert, C.Y., 2020. "Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities," LIDAM Discussion Papers ISBA 2020014, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Zhu, Michael B. & Ghossoub, Mario & Boonen, Tim J., 2023. "Equilibria and efficiency in a reinsurance market," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 24-49.
- Knut K. Aase, 2022.
"Optimal Risk Sharing in Society,"
Mathematics, MDPI, vol. 10(1), pages 1-31, January.
- Aase, Knut K., 2021. "Optimal Risk Sharing in Society," Discussion Papers 2021/10, Norwegian School of Economics, Department of Business and Management Science.
- Andreas Tsanakas & Evangelia Desli, 2005. "Measurement and Pricing of Risk in Insurance Markets," Risk Analysis, John Wiley & Sons, vol. 25(6), pages 1653-1668, December.
- Takuya Nakaizumi & Satoru Yano, 2017. "The soft budget constraint problem and hard budget solution of outward reinsurance markets for providing insurance to local economy against natural disaster," Asia-Pacific Journal of Regional Science, Springer, vol. 1(2), pages 625-637, October.
- Claire Mouminoux & Christophe Dutang & Stéphane Loisel & Hansjoerg Albrecher, 2022. "On a Markovian Game Model for Competitive Insurance Pricing," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 1061-1091, June.
- Maxim Bichuch & Zachary Feinstein, 2020. "Endogenous inverse demand functions," Papers 2012.08002, arXiv.org, revised Apr 2022.
- Christian Gollier, 2005. "Some Aspects of the Economics of Catastrophe Risk Insurance," CESifo Working Paper Series 1409, CESifo.
- Knut Aase, 2009.
"The Nash bargaining solution vs. equilibrium in a reinsurance syndicate,"
Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2009(3), pages 219-238.
- Aase, Knut K., 2008. "The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate," Discussion Papers 2008/5, Norwegian School of Economics, Department of Business and Management Science.
- Borglin, Anders & Flåm, Sjur, 2007.
"Risk Exchange as a Market or Production Game,"
Working Papers
2007:16, Lund University, Department of Economics.
- Borglin, Anders & Flåm, Sjur Didrik, 2007. "Risk exchange as a market or production game," Working Papers in Economics 09/07, University of Bergen, Department of Economics.
- Boonen, Tim J. & Pantelous, Athanasios A. & Wu, Renchao, 2018. "Non-cooperative dynamic games for general insurance markets," Insurance: Mathematics and Economics, Elsevier, vol. 78(C), pages 123-135.
- De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
- Dijkstra, Theo K. & Yao, Yong, 2002. "Moment generating function approach to pricing interest rate and foreign exchange rate claims," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 163-178, October.
- Iwaki, Hideki & Kijima, Masaaki & Morimoto, Yuji, 2001. "An economic premium principle in a multiperiod economy," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 325-339, June.
- Aase, Knut K., 2010.
"Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate,"
ASTIN Bulletin, Cambridge University Press, vol. 40(2), pages 491-517, November.
- Aase, Knut K., 2008. "Existence and Uniqueness of Equilibrium in a Reinsurance Syndicate," Discussion Papers 2008/13, Norwegian School of Economics, Department of Business and Management Science.
- Masaaki Kijima & Akihisa Tamura, 2014. "Buhlmann’s Economic Premium Principle in The Presence of Transaction Costs," KIER Working Papers 893, Kyoto University, Institute of Economic Research.
- Paulsen, Jostein, 1995. "Optimal per claim deductibility in insurance with the possibility of risky investments," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 133-147, October.
- Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko, 2017. "Optimal Exercise Strategies for Operational Risk Insurance via Multiple Stopping Times," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 487-518, June.
- Aase, Knut K., 2007. "Wealth Effects on Demand for Insurance," Discussion Papers 2007/6, Norwegian School of Economics, Department of Business and Management Science.
- Gerber, Hans U. & Shiu, Elias S. W., 1996. "Actuarial bridges to dynamic hedging and option pricing," Insurance: Mathematics and Economics, Elsevier, vol. 18(3), pages 183-218, November.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:astinb:v:23:y:1993:i:02:p:185-211_01. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/asb .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.