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ART versus reinsurance : the disciplining effect of information insensitivity

Brandts, Silke N.; Laux, Christian - 2005

reinsurer has private information about his client's risk, outside reinsurers will price their reinsurance offer less …

Persistent link: https://www.econbiz.de/10009764764

Worst-case Risk Measures of Stop-Loss and Limited Loss Random Variables Under Distribution Uncertainty With Applications to Robust Reinsurance

Cai, Jun; Liu, Fangda - 2023

model optimal stop-loss reinsurance problems and how to determine optimal stop-loss retentions under distribution …

Persistent link: https://www.econbiz.de/10014355245

Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance

Cai, Jun; Liu, Fangda - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326

Persistent link: https://www.econbiz.de/10015047732

Optimal reinsurance with multivariate risks and dependence uncertainty

Fadina, Tolulope; Hu, Junlei; Liu, Peng; Xia, Yi - In: European journal of operational research : EJOR 321 (2025) 1, pp. 231-242

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Minimization of absolute ruin probability under negative correlation assumption

Liang, Zongxia; Long, Mingsi - In: Insurance / Mathematics & economics 65 (2015), pp. 247-258

Persistent link: https://www.econbiz.de/10011428668

Optimal reinsurance for Gerber-Shiu functions in the Cramér-Lundberg model

Preischl, M.; Thonhauser, S. - In: Insurance / Mathematics & economics 87 (2019), pp. 82-91

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Optimal dynamic longevity hedge with basis risk

Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337

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Dynamic inefficiencies in insurance markets : evidence from long-term care insurance

Finkelstein, Amy; McGarry, Kathleen; Sufi, Amir - In: The American economic review 95 (2005) 2, pp. 224-228

Persistent link: https://www.econbiz.de/10003213331

Dynamic inefficiencies in insurance markets : evidence from long-term care insurance

Finkelstein, Amy; McGarry, Kathleen; Sufi, Amir - 2005

"We examine whether unregulated, private insurance markets efficiently provide insurance against reclassification risk (the risk of becoming a bad risk and facing higher premiums). To do so, we examine the ex-post risk type of individuals who drop their long-term care insurance contracts...

Persistent link: https://www.econbiz.de/10002556259

Dynamic Inefficiencies in Insurance Markets : Evidence from long-term care insurance

Finkelstein, Amy - 2005

We examine whether unregulated, private insurance markets efficiently provide insurance against reclassification risk (the risk of becoming a bad risk and facing higher premiums). To do so, we examine the ex-post risk type of individuals who drop their long-term care insurance contracts relative...

Persistent link: https://www.econbiz.de/10012467648