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Optimal reinsurance pricing with ambiguity aversion and relative performance concerns in the principal-agent model

Gu, Ailing; Chen, Shumin; Li, Zhongfei; Viens, Frederi G. - In: Scandinavian actuarial journal 2022 (2022) 9, pp. 749-774

Persistent link: https://www.econbiz.de/10013419039

Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model

Gu, Ailing; Viens, Frederi G.; Shen, Yang - In: Scandinavian actuarial journal 2020 (2020) 4, pp. 342-375

Persistent link: https://www.econbiz.de/10012262741

Optimal risk allocation in reinsurance networks

Bäuerle, Nicole; Glauner, Alexander - In: Insurance / Mathematics & economics 82 (2018), pp. 37-47

Persistent link: https://www.econbiz.de/10011929783

Solving life-cycle problems with biometric risk by artificial insurance markets

Hambel, Christoph; Kraft, Holger; Munk, Claus - In: Scandinavian actuarial journal 2022 (2022) 4, pp. 307-327

Persistent link: https://www.econbiz.de/10013370641

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

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

An inclusive criterion for an optimal choice of reinsurance

El Attar, Abderrahim; El Hachloufi, Mostafa; Guennoun, … - In: Annals of financial economics 12 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011850387

Regulatory capital and asset risk transfer

Kim, Kyeonghee; Leverty, J. Tyler; Schmit, Joan Therese - In: The journal of risk & insurance 90 (2023) 4, pp. 1027-1061

Persistent link: https://www.econbiz.de/10014443644

Dynamic optimal reinsurance and dividend payout in finite time horizon

Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568

Persistent link: https://www.econbiz.de/10014312571

Optimal reinsurance and investment under common shock dependence between financial and actuarial markets

Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra - In: Insurance / Mathematics & economics 105 (2022), pp. 252-278

Persistent link: https://www.econbiz.de/10013349033

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