Equilibrium Loss Reporting for a Risk-Averse Insured of Deductible Insurance
This study examines a #riskaverse #insured who buys deductible #insurance and uses a barrier strategy for reporting #losses. The #insurer...
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Rechercher
25 mai 2023
Where’s the Insurance in Mass Tort Litigation?
Key findings: 1. #masstort plaintiff lawyers do not primarily base their litigation and settlement strategy on defendants'...
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
19 avr. 2023
Optimal moral-hazard-free reinsurance under extended distortion premium principles
"We study an optimal #reinsurance problem under a diffusion #riskmodel for an #insurer who aims to minimize the #probability of lifetime...
14 avr. 2023
Bowley Insurance with Expected Utility Maximization of the Policyholders
This paper examines the Bowley solution in the context of #insurance contracts using the expected utility framework. Specifically, the...
16 mars 2023
Optimal Reinsurance with Multivariate Risks and Dependence Uncertainty
This paper explores the optimal #reinsurance design for an #insurer with multiple lines of business, where the dependence structure...
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