Optimal Robust Reinsurance with Multiple Insurers
"We study a #reinsurer who faces multiple sources of #model #uncertainty. The reinsurer offers contracts to n #insurers whose #claims...
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Rechercher
10 mai 2023
Optimal Reinsurance Design Based on Economic Premium Principle
"The convex combination of the distortion #risk #measurement is constructed from the perspectives of #insurer and #reinsurer." LIRE
2 mai 2023
Life Reinsurance Under Perfect and Asymmetric Information
"We find that the more risky the #insurer ’s #investmentportfolio is, the more #risk the insurer tends to #transfer to the #reinsurer." LIRE
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