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Reinsurance of multiple risks with generic dependence structures
Guerra, Manuel; Moura, Alexandra Bugalho de - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 547-571
Persistent link: https://www.econbiz.de/10012793952
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Extreme severity modeling using a GLM-GPD combination : application to an excess of loss reinsurance treaty
Ghaddab, Sarra; Kacem, Manel; Peretti, Christian de; … - In: Empirical economics : a quarterly journal of the … 65 (2023) 3, pp. 1105-1127
Persistent link: https://www.econbiz.de/10014330174
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Interplay of subexponential and dependent insurance and financial risks
Chen, Yiqing - In: Insurance / Mathematics & economics 77 (2017), pp. 78-83
Persistent link: https://www.econbiz.de/10011783904
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Reducing risk through pooling and selective reinsurance using simulated annealing : an example from crop insurance
Porth, Lysa; Boyd, Milton; Pai, Jeffrey - In: The Geneva risk and insurance review 41 (2016) 2, pp. 163-191
Persistent link: https://www.econbiz.de/10011665503
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An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian; Thonhauser, Stefan - In: Mathematical methods of operations research 85 (2017) 2, pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
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Dynamic risk-sharing game and reinsurance contract design
Chen, Shumin; Liu, Yanchu; Weng, Chengguo - In: Insurance / Mathematics & economics 86 (2019), pp. 216-231
Persistent link: https://www.econbiz.de/10012058864
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Minimizing the probability of ruin : optimal per-loss reinsurance
Liang, Xiaoqing; Young, Virginia R. - In: Insurance / Mathematics & economics 82 (2018), pp. 181-190
Persistent link: https://www.econbiz.de/10011929867
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A state dependent reinsurance model
Boxma, Onno; Frostig, Esther; Perry, David; Yosef, Rami - In: Insurance / Mathematics & economics 74 (2017), pp. 170-181
Persistent link: https://www.econbiz.de/10011712465
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Optimal reinsurance : a risk sharing approach
Balbás de la Corte, Alejandro; Balbas, Beatriz; … - In: Risks : open access journal 1 (2013) 2, pp. 45-56
This paper proposes risk sharing strategies, which allow insurers to cooperate and diversify non-systemic risk. We deal with both deviation measures and coherent risk measures and provide general mathematical methods applying to optimize them all. Numerical examples are given in order to...
Persistent link: https://www.econbiz.de/10010199029
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Effectively tackling reinsurance problems by using evolutionary and swarm intelligence algorithms
Salcedo-Sanz, Sancho; Carro-Calvo, Leo; Claramunt, Mercè; … - In: Risks : open access journal 2 (2014) 2, pp. 132-145
specifically, in reinsurance problems. In this area, the complexity of the models and assumptions considered in the definition of … the reinsurance rules and conditions produces hard black-box optimization problems (problems in which the objective … solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is …
Persistent link: https://www.econbiz.de/10010338035