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Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework

Yang, Peng; Chen, Zhiping; Cui, Xiangyu - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 969-997

Persistent link: https://www.econbiz.de/10012696897

Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework

Yang, Peng; Chen, Zhiping - In: IMA journal of management mathematics 34 (2023) 4, pp. 661-694

Persistent link: https://www.econbiz.de/10014389017

Robust optimal reinsurance-investment strategy with price jumps and correlated claims

Chen, Zhiping; Yang, Peng - In: Insurance / Mathematics & economics 92 (2020), pp. 27-46

Persistent link: https://www.econbiz.de/10012242037

Optimal Private Health Insurance Contract Towards the Joint Interests of a Policyholder and an Insurer

Yang, Peng; Chen, Zhiping - 2022

This paper investigates the optimal private health insurance contract design problem considering the joint interests of a policyholder and an insurer. They jointly determine the premium of a private health insurance. To better reflect the reality, the illness expenditure is governed by an...

Persistent link: https://www.econbiz.de/10014078276