12

-value for risk capital allocation problems

Year:
2020
File:
PDF, 423 KB
2020
20

PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS

Year:
2016
Language:
english
File:
PDF, 309 KB
english, 2016
21

COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES

Year:
2015
Language:
english
File:
PDF, 271 KB
english, 2015
22

Optimal insurance in the presence of reinsurance

Year:
2016
Language:
english
File:
PDF, 1.71 MB
english, 2016
26

Intergenerational risk sharing in closing pension funds

Year:
2017
Language:
english
File:
PDF, 457 KB
english, 2017
27

RISK SHARING WITH EXPECTED AND DUAL UTILITIES

Year:
2017
Language:
english
File:
PDF, 235 KB
english, 2017
28

RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES

Year:
2017
Language:
english
File:
PDF, 317 KB
english, 2017
30

Insurance with multiple insurers: A game-theoretic approach

Year:
2017
Language:
english
File:
PDF, 1.04 MB
english, 2017
32

Pareto Optima and Competitive Equilibria in Markets with Expected and Dual Utility

Year:
2015
Language:
english
File:
PDF, 361 KB
english, 2015
33

Optimal Reinsurance with One Insurer and Multiple Reinsurers

Year:
2015
Language:
english
File:
PDF, 379 KB
english, 2015
34

Optimal Reinsurance with Heterogeneous Reference Probabilities

Year:
2016
Language:
english
File:
PDF, 817 KB
english, 2016
35

Non-Cooperative Dynamic Games for General Insurance Markets

Year:
2017
Language:
english
File:
PDF, 609 KB
english, 2017
36

Forecasting compositional risk allocations

Year:
2018
Language:
english
File:
PDF, 789 KB
english, 2018
39

Competitive Equilibria in a Comonotone Market

Year:
2017
Language:
english
File:
PDF, 863 KB
english, 2017
40

On the Existence of a Representative Reinsurer under Heterogeneous Beliefs

Year:
2018
Language:
english
File:
PDF, 530 KB
english, 2018
41

Bilateral Risk Sharing with Heterogeneous Beliefs and Exposure Constraints

Year:
2019
Language:
english
File:
PDF, 437 KB
english, 2019
44

Equilibrium recoveries in insurance markets with limited liability

Year:
2019
Language:
english
File:
PDF, 386 KB
english, 2019
48

Competitive equilibria in a comonotone market

Year:
2020
File:
PDF, 1.00 MB
2020