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Optimal risk financing in large corporations through insurance captives

Picard, Pierre; Pinquet, Jean - In: The Geneva risk and insurance review 38 (2013) 1, pp. 48-86

Persistent link: https://www.econbiz.de/10009758403

Stability of the optimal reinsurance with respect to the risk measure

Balbás de la Corte, Alejandro; Balbás, Beatriz; … - 2010

Persistent link: https://www.econbiz.de/10003972666

Optimal reinsurance in the presence of counterparty default risk

Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 690-697

Persistent link: https://www.econbiz.de/10010227904

Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting

Bai, Lihua; Cai, Jun; Zhou, Ming - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 664-670

Persistent link: https://www.econbiz.de/10010227909

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