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The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate

Aase, Knut K. - 2008

We compare the Nash bargaining solution in a reinsurance syndicate to the competitive equilibrium allocation, focusing … on uncertainty and risk aversion. Restricting attention to proportional reinsurance treaties, we find that, although …

Persistent link: https://www.econbiz.de/10014217385

Pareto-optimal reinsurance policies with maximal synergy

Jiang, Wenjun; Hong, Hanping; Ren, Jiandong - In: Insurance / Mathematics & economics 96 (2021), pp. 185-198

Persistent link: https://www.econbiz.de/10012482847

Pareto-optimal Reinsurance with Default Risk and Solvency Regulation

Boonen, Tim J.; Jiang, Wenjun - 2021

This paper studies an optimal reinsurance problem of Pareto-optimality when the contract is subject to default of the …

Persistent link: https://www.econbiz.de/10013239702

Participation in risk sharing under ambiguity

Werner, Jan - In: Theory and decision : an international journal for … 90 (2021) 3/4, pp. 507-519

Persistent link: https://www.econbiz.de/10012583639

A reinsurance game between two insurance companies with nonlinear risk processes

Meng, Hui; Li, Shuanming; Zhuo, Jin - In: Insurance / Mathematics & economics 62 (2015), pp. 91-97

Persistent link: https://www.econbiz.de/10011312085

Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion

Yuan, Yu; Liang, Zhibin; Han, Xia - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 259-290

Persistent link: https://www.econbiz.de/10013455032

On optimal reinsurance treaties in cooperative game under heterogeneous beliefs

Jiang, Wenjun; Ren, Jiandong; Yang, Chen; Hong, Hanping - In: Insurance / Mathematics & economics 85 (2019), pp. 173-184

Persistent link: https://www.econbiz.de/10011990631

Equilibria and efficiency in a reinsurance market

Zhu, Michael B.; Ghossoub, Mario; Boonen, Tim J. - In: Insurance / Mathematics & economics 113 (2023), pp. 24-49

Persistent link: https://www.econbiz.de/10014466203

Risk-minimizing reinsurance protection for multivariate risks

Cheung, Ka Chun; Sung, K. C. J.; Yam, Sheung Chi Phillip - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 219-236

Persistent link: https://www.econbiz.de/10010340221

Internal versus external capital markets in the insurance industry: the role of reinsurance

Powell, Lawrence Skinner; Sommer, David William - In: Journal of financial services research : JFSR 31 (2007) 2/3, pp. 173-188

Persistent link: https://www.econbiz.de/10003533866

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