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

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 …