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 …

the retention level as well as the time at which subscribing a perpetual reinsurance contract. The surplus process of the … total discounted flow of capital injections needed to avoid bankruptcy and of the fixed activation cost of the reinsurance … of proportional and excess-of-loss reinsurance, by providing a numerical study of the dependency of the optimal solution …

. However, from a network perspective, we derive a unique fair solution in the sense of cooperative game theory. Implications …