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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

Dynamic risk-sharing game and reinsurance contract design

Chen, Shumin; Liu, Yanchu; Weng, Chengguo - In: Insurance / Mathematics & economics 86 (2019), pp. 216-231

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Still living with mortality : the longevity risk transfer market after one decade

Blake, David; Cairns, Andrew; Dowd, Kevin; Kessler, Amy - 2018

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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