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The role of a representative reinsurer in optimal reinsurance

  • Published:2016-09 Issue: Volume:70 Page:196-204
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Boonen Tim J.,Tan Ken Seng,Zhuang Sheng Chao

Funder

Society of Actuaries Centers of Actuarial Excellence Research Grant

Natural Sciences and Engineering Research Council of Canada

Department of Statistics and Actuarial Science, University of Waterloo

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference33 articles.

1. On the coherence of expected shortfall;Acerbi;J. Bank. Finance,2002

2. Uncertainty and the welfare economics of medical care;Arrow;Amer. Econ. Rev.,1963

3. Optimal risk transfer under quantile-based risk measurers;Asimit;Insurance Math. Econom.,2013

4. On optimal reinsurance policy with distortion risk measures and premiums;Assa;Insurance Math. Econom.,2015

5. Optimal insurance design under rank-dependent expected utility;Bernard;Math. Finance,2015

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1. The optimal reinsurance strategy with price-competition between two reinsurers;Scandinavian Actuarial Journal;2024-08-09

2. Information asymmetry in reinsurance through various ceded contracts;Pacific-Basin Finance Journal;2024-04

3. Reinsurance games with two reinsurers: Tree versus chain;European Journal of Operational Research;2023-10

4. Stackelberg reinsurance chain under model ambiguity;Scandinavian Actuarial Journal;2023-09-07

5. Keng Seng Tan 1970–2023 In Memoriam;Annals of Actuarial Science;2023-03
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