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 …

Risk transfer is a key risk and capital management tool for insurance companies. Transferring risk between insurers is … environment of insurers and consider capital costs and capital constraints at the level of individual insurance companies. We …. However, from a network perspective, we derive a unique fair solution in the sense of cooperative game theory. Implications …

problems in risk and insurance. Therefore, we introduce in a principled fashion the general framework of interacting particle …

insurance companies. The value of this benefit depends on several processes assumed to describe both the mortality and the …