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

Stop-loss reinsurance is a risk management tool that allows an insurance company to transfer part of their risk to a … reinsurance company. Ruin probabilities allow us to measure the effect of stop-loss reinsurance on the solvency of the primary … probability when no reinsurance is bought. We develop a finite-difference method for solving the (partial integro …

the retention level as well as the time at which subscribing a perpetual reinsurance contract. The surplus process of the … total discounted flow of capital injections needed to avoid bankruptcy and of the fixed activation cost of the reinsurance … of proportional and excess-of-loss reinsurance, by providing a numerical study of the dependency of the optimal solution …

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 …

but also expense volatility. To measure the effect of risk mitigation, suitable reinsurance strategies are pursued. We … analyze how nai͏̈ve coverage as conventional Quota Share and Excess of Loss reinsurance may modify the exact moments of the …