All Stories

  1. Variance insurance contracts
  2. Optimal risk management with reinsurance and its counterparty risk hedging
  3. An insurer's optimal strategy towards a new independent business
  4. S-shaped narrow framing, skewness and the demand for insurance
  5. Revisiting Optimal Insurance Design Under Smooth Ambiguity Aversion
  6. Regret-based optimal insurance design
  7. Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk
  8. Enhancing an insurer's expected value by reinsurance and external financing
  9. Risk sharing with multiple indemnity environments
  10. OPTIMAL INCENTIVE-COMPATIBLE INSURANCE WITH BACKGROUND RISK
  11. Optimal insurance with background risk: An analysis of general dependence structures
  12. Optimal insurance with belief heterogeneity and incentive compatibility
  13. Optimal reinsurance designs based on risk measures: a review
  14. A Bowley solution with limited ceded risk for a monopolistic reinsurer
  15. Risk Sharing with Multiple Indemnity Environments
  16. Variance Contracts
  17. ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY
  18. Insurance choice under third degree stochastic dominance
  19. Optimal insurance design with background risk and higher-order risk attitudes
  20. On the Optimality of Deductibles with Heterogeneous Beliefs
  21. Insurance Choice Under Third Degree Stochastic Dominance
  22. On the Optimality of Deductibles with Heterogeneous Beliefs
  23. The Design of an Optimal Retrospective Rating Plan
  24. The Design of an Optimal Retrospective Rating Plan
  25. Optimal Non-Life Reinsurance under Solvency II Regime
  26. Optimal Insurance with Background Risk and Incentive Compatibility
  27. Multivariate reinsurance designs for minimizing an insurer’s capital requirement
  28. OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
  29. Optimal reinsurance subject to Vajda condition
  30. Optimal reinsurance arrangements in the presence of two reinsurers
  31. Optimal reinsurance with general premium principles
  32. Optimal reinsurance under variance related premium principles
  33. Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
  34. Optimal Reinsurance Arrangements in the Presence of Two Reinsurers
  35. On the threshold dividend strategy for a generalized jump–diffusion risk model
  36. Optimal Reinsurance under Variance Related Premium Principles
  37. Optimal Reinsurance with General Premium Principles
  38. Are Flexible Premium Variable Annuities Under-Priced?
  39. Analysis of the expected discounted penalty function for a general jump–diffusion risk model and applications in finance
  40. An insurance risk model with stochastic volatility
  41. Decomposition of a Schur-constant model and its applications