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 …

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

and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a … theory for both actuarial science and practice. Second, in the case of a general cost field, we give sufficient conditions … the risk of extreme events since they appear as a natural extension of multivariate extreme-value theory to the level of …