8 results
Pareto-optimal reinsurance with default risk and solvency regulation
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 2 / April 2023
- Published online by Cambridge University Press:
- 03 February 2023, pp. 518-545
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MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 2 / May 2022
- Published online by Cambridge University Press:
- 13 December 2021, pp. 645-667
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- May 2022
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OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 29 March 2021, pp. 607-629
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- May 2021
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BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 07 January 2020, pp. 293-323
- Print publication:
- January 2020
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RISK SHARING WITH EXPECTED AND DUAL UTILITIES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 47 / Issue 2 / May 2017
- Published online by Cambridge University Press:
- 11 May 2017, pp. 391-415
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- May 2017
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RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 47 / Issue 1 / January 2017
- Published online by Cambridge University Press:
- 21 November 2016, pp. 303-329
- Print publication:
- January 2017
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PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 2 / May 2016
- Published online by Cambridge University Press:
- 08 April 2016, pp. 507-530
- Print publication:
- May 2016
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COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 45 / Issue 3 / September 2015
- Published online by Cambridge University Press:
- 03 July 2015, pp. 703-728
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- September 2015
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