for the insurance industry. Against this background, the combination of reinsurance and capital market solutions … and idiosyncratic risks. We focus on the impact of regulation on risk transfer, by differentiating reinsurance and … to quite different results in terms of global risk-sharing. reinsurance ; risk sharing ; risk measures ; longevity risk …

stochastic mortality risk driven by jumps, unspanned labor income as well as short-sale and liquidity constraints and a simple … insurance. I compare models with deterministic and stochastic hazard rate of death to a model without mortality risk. Mortality …

. However, from a network perspective, we derive a unique fair solution in the sense of cooperative game theory. Implications …

A tontine provides a mortality driven, age-increasing payout structure through the pooling of mortality. Because a …

reinsurance amounts are obtained under certain assumptions about the dependence structure …