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Reciprocal Reinsurance Treaties

Citations

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Cited by:

  1. Borglin, Anders & Flåm, Sjur, 2007. "Risk Exchange as a Market or Production Game," Working Papers 2007:16, Lund University, Department of Economics.
  2. 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.
  3. 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.
  4. Ben Dbabis, Makram, 2012. "Modèles et méthodes actuarielles pour l'évaluation quantitative des risques en environnement solvabilité II," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/11415 edited by Hess, Christian.
  5. Shirley Jie Xuan Wang & Kim Leng Poh, 2017. "Intelligent Decision Support in Proportional–Stop-Loss Reinsurance Using Multiple Attribute Decision-Making (MADM)," JRFM, MDPI, vol. 10(4), pages 1-17, November.
  6. Zhang, Nan & Jin, Zhuo & Qian, Linyi & Fan, Kun, 2019. "Stochastic differential reinsurance games with capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 7-18.
  7. Burgert, Christian & Rüschendorf, Ludger, 2008. "Allocation of risks and equilibrium in markets with finitely many traders," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 177-188, February.
  8. Liyuan Lin & Fangda Liu & Jingzhen Liu abd Luyang Yu, 2023. "The optimal reinsurance strategy with price-competition between two reinsurers," Papers 2305.00509, arXiv.org.
  9. Zhi Chen & Weijun Xie, 2021. "Sharing the value‐at‐risk under distributional ambiguity," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 531-559, January.
  10. Asimit, Alexandru V. & Boonen, Tim J. & Chi, Yichun & Chong, Wing Fung, 2021. "Risk sharing with multiple indemnity environments," European Journal of Operational Research, Elsevier, vol. 295(2), pages 587-603.
  11. Hu, Duni & Chen, Shou & Wang, Hailong, 2018. "Robust reinsurance contracts with uncertainty about jump risk," European Journal of Operational Research, Elsevier, vol. 266(3), pages 1175-1188.
  12. Renaud Bourlès & Dominique Henriet, 2012. "Risk-sharing Contracts with Asymmetric Information," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 37(1), pages 27-56, March.
  13. Jin, Zhuo & Yang, Hailiang & Yin, G., 2021. "A hybrid deep learning method for optimal insurance strategies: Algorithms and convergence analysis," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 262-275.
  14. Li, Peng & Lim, Andrew E.B. & Shanthikumar, J. George, 2010. "Optimal risk transfer for agents with germs," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 1-12, August.
  15. Jiang, Wenjun & Ren, Jiandong & Yang, Chen & Hong, Hanping, 2019. "On optimal reinsurance treaties in cooperative game under heterogeneous beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 173-184.
  16. Wenjun Jiang & Jiandong Ren & Ričardas Zitikis, 2017. "Optimal Reinsurance Policies under the VaR Risk Measure When the Interests of Both the Cedent and the Reinsurer Are Taken into Account," Risks, MDPI, vol. 5(1), pages 1-22, February.
  17. Cheung, K.C. & Rong, Yian & Yam, S.C.P., 2014. "Borch’s Theorem from the perspective of comonotonicity," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 144-151.
  18. Lu Yang & Chengke Zhang & Huainian Zhu, 2022. "Robust Stochastic Stackelberg Differential Reinsurance and Investment Games for an Insurer and a Reinsurer with Delay," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 361-384, March.
  19. Usha Sridhar & Sridhar Mandyam, 2013. "A Group Utility Maximizer Mechanism for Land Assembly," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 466-488, October.
  20. José Daniel López-Barrientos & Ekaterina Viktorovna Gromova & Ekaterina Sergeevna Miroshnichenko, 2020. "Resource Exploitation in a Stochastic Horizon under Two Parametric Interpretations," Mathematics, MDPI, vol. 8(7), pages 1-29, July.
  21. Julio Backhoff & Ulrich Horst, 2014. "Conditional Analysis and a Principal-Agent problem," Papers 1412.4698, arXiv.org, revised Jun 2016.
  22. Ya Huang & Xiangqun Yang & Jieming Zhou, 2017. "Robust optimal investment and reinsurance problem for a general insurance company under Heston model," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(2), pages 305-326, April.
  23. Knut K. Aase, 2022. "Optimal Risk Sharing in Society," Mathematics, MDPI, vol. 10(1), pages 1-31, January.
  24. Aase, Knut K., 2006. "Optimal Risk-Sharing and Deductables in Insurance," Discussion Papers 2006/24, Norwegian School of Economics, Department of Business and Management Science.
  25. Knut K. Aase, 2017. "Optimal Insurance Policies in the Presence of Costs," Risks, MDPI, vol. 5(3), pages 1-17, September.
  26. 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.
  27. Chen Li & Xiaohu Li, 2018. "On the Optimal Risk Sharing in Reinsurance with Random Recovery Rate," Risks, MDPI, vol. 6(4), pages 1-16, October.
  28. repec:hal:wpaper:hal-00746245 is not listed on IDEAS
  29. Jiang, Wenjun & Hong, Hanping & Ren, Jiandong, 2021. "Pareto-optimal reinsurance policies with maximal synergy," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 185-198.
  30. Yu Yuan & Zhibin Liang & Xia Han, 2022. "Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 96(2), pages 259-290, October.
  31. Zeng, Xudong & Luo, Shangzhen, 2013. "Stochastic Pareto-optimal reinsurance policies," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 671-677.
  32. Dutang, Christophe & Albrecher, Hansjoerg & Loisel, Stéphane, 2013. "Competition among non-life insurers under solvency constraints: A game-theoretic approach," European Journal of Operational Research, Elsevier, vol. 231(3), pages 702-711.
  33. Hu, Duni & Wang, Hailong, 2019. "Reinsurance contract design when the insurer is ambiguity-averse," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 241-255.
  34. Guan, Guohui & Hu, Xiang, 2022. "Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  35. Cai, Jun & Liu, Haiyan & Wang, Ruodu, 2017. "Pareto-optimal reinsurance arrangements under general model settings," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 24-37.
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