Insurer's optimal reinsurance strategies
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- Deprez, Olivier & Gerber, Hans U., 1985. "On convex principles of premium calculation," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 179-189, July.
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- Lu, ZhiYi & Meng, LiLi & Wang, Yujin & Shen, Qingjie, 2016. "Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 92-100.
- Sun, Wujun & Dong, Dandan, 2015. "On the optimal design of insurance contracts with the restriction of equity risk," Economic Modelling, Elsevier, vol. 51(C), pages 646-652.
- Kaluszka, Marek, 2004. "An extension of Arrow's result on optimality of a stop loss contract," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 527-536, December.
- Kaluszka, Marek, 2001. "Optimal reinsurance under mean-variance premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 28(1), pages 61-67, February.
- Cao, Yusong & Wan, Nianqing, 2009. "Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 157-162, October.
- Amir T. Payandeh-Najafabadi & Ali Panahi-Bazaz, 2017. "An Optimal Combination of Proportional and Stop-Loss Reinsurance Contracts From Insurer's and Reinsurer's Viewpoints," Papers 1701.05450, arXiv.org.
- Centeno, M.L. & Guerra, M., 2010. "The optimal reinsurance strategy -- the individual claim case," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 450-460, June.
- Boonen, Tim J. & Tan, Ken Seng & Zhuang, Sheng Chao, 2021. "Optimal reinsurance with multiple reinsurers: Competitive pricing and coalition stability," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 302-319.
- Tan, Ken Seng & Weng, Chengguo & Zhang, Yi, 2011. "Optimality of general reinsurance contracts under CTE risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 175-187, September.
- Cui, Wei & Yang, Jingping & Wu, Lan, 2013. "Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 74-85.
- El Attar Abderrahim & El Hachloufi Mostafa & Guennoun Zine El Abidine, 2017. "An Inclusive Criterion For An Optimal Choice Of Reinsurance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(04), pages 1-22, December.
- Promislow, S.David & Young, Virginia R., 2005. "Unifying framework for optimal insurance," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 347-364, June.
- Gajek, Leslaw & Zagrodny, Dariusz, 2004. "Optimal reinsurance under general risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 227-240, April.
- Zhou, Chunyang & Wu, Chongfeng, 2008. "Optimal insurance under the insurer's risk constraint," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 992-999, June.
- Ghossoub, Mario, 2019. "Budget-constrained optimal insurance without the nonnegativity constraint on indemnities," Insurance: Mathematics and Economics, Elsevier, vol. 84(C), pages 22-39.
- Zuo Quan Xu, 2021. "Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory," Papers 2108.06940, arXiv.org, revised Aug 2022.
- Chi, Yichun & Hu, Tao & Huang, Yuxia, 2023. "Optimal risk management with reinsurance and its counterparty risk hedging," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 274-292.
- Zheng, Yanting & Cui, Wei, 2014. "Optimal reinsurance with premium constraint under distortion risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 109-120.
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