16 sept. 2022Flood Risk Insurance: A Micro-Economic Foundation"... we characterize Pareto-optimal risk-sharing contracts in a market with multiple policyholders and one representative insurer. With...
31 déc. 2021Pareto-optimal Reinsurance Under Individual Risk Constraints"This paper studies the design of Pareto-optimal reinsurance contracts in a market where the insurer and reinsurer maximize their...