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Optimal insurance in the presence of reinsurance

Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554

Persistent link: https://www.econbiz.de/10011848458

Optimal Reinsurance with One Insurer and Multiple Reinsurers

Boonen, Tim J. - 2015

In this paper, we consider a one-period optimal reinsurance design model with n reinsurers and an insurer. For very general preferences of the insurer, we obtain that there exists a very intuitive pricing formula for all reinsurers that use a distortion premium principle. The insurer determines...

Persistent link: https://www.econbiz.de/10013019602

Demand for non-life insurance under habit formation

Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10012793908

Pricing in reinsurance bargaining with comonotonic additive utility functions

Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 507-530

Persistent link: https://www.econbiz.de/10011576823

A credibility-based Erlang mixture model for pricing crop reinsurance

Porth, Lysa; Zhu, Wenjun; Tan, Ken Seng - In: Agricultural finance review 74 (2014) 2, pp. 162-187

Persistent link: https://www.econbiz.de/10011304305

A Bowley solution with limited ceded risk for a monopolistic reinsurer

Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 91 (2020), pp. 188-201

Persistent link: https://www.econbiz.de/10012242009

Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle

Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao - In: European journal of operational research : EJOR 282 (2020) 1, pp. 345-362

Persistent link: https://www.econbiz.de/10012157700

Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach

Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 779-815

Persistent link: https://www.econbiz.de/10011875814

Optimal reinsurance analysis from a crop insurer's perspective

Porth, Lysa; Tan, Ken Seng; Weng, Chengguo - In: Agricultural finance review 73 (2013) 2, pp. 310-328

Persistent link: https://www.econbiz.de/10010187473

Optimal reinsurance with general premium principles

Chi, Yichun; Tan, Ken Seng - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 180-189

Persistent link: https://www.econbiz.de/10009736117