In this paper we study the optimal reinsurance design from the perspective of an insurer with multiple lines of business, where the reinsurance is purchased by the insurer for each lines of business respectively. For the risk vector generated by the multiple lines of business, we suppose that...

- Introduction to Quantitative Risk Management and Risk in Agricultural Business: Cutting Edge Quantitative Concepts and Methodologies -- Index-based Insurance Design for Climate and Weather Risk Management: A Review -- Weather and Yield Index-Based Insurance Schemes in the EU Agriculture: A...

Investors often control risk exposure by trading options. This article studies the optimal strategy for liquidating an option position. Under both complete and incomplete market settings, we quantify the value of optimally timing to liquidate, and identify the situations where it is optimal to...