Copertina

Optimal design of reinsurance contracts with a continuum of risk assessments

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Cheung, Ka Chun, Yam, Sheung Chi Phillip, Yuen, Fei Lung, Zhang, Yiying
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Performance-based variable premium scheme and reinsurance design
di: Shi, Ziyue, et al.
Pubblicazione: (2024)

Compensation-based risk-sharing
di: Dhaene, Jan, et al.
Pubblicazione: (2025)

Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
di: Guo, Junyi, et al.
Pubblicazione: (2025)

On multivariate contribution measures of systemic risk with applications in cryptocurrency market
di: Wen, Limin, et al.
Pubblicazione: (2024)

“Divide et impera”? A financial assessment of the (de)concentration in the Brazilian reinsurance market
di: João Vinícius de França Carvalho, et al.
Pubblicazione: (2024)

On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
di: Pu, Tong, et al.
Pubblicazione: (2024)

Self-protection and insurance demand with convex premium principles
di: Li, Qiqi, et al.
Pubblicazione: (2024)

Mean Field Analysis of Mutual Insurance Market
di: Li, Bohan, et al.
Pubblicazione: (2025)

Optimal insurance design with Lambda-Value-at-Risk
di: Boonen, Tim J., et al.
Pubblicazione: (2024)

Systemic risk measures with markets volatility
di: Sun, Fei, et al.
Pubblicazione: (2018)

Optimal risk mitigation by deep reinsurance
di: Arandjelović, Aleksandar, et al.
Pubblicazione: (2024)

On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
di: Pu, Tong, et al.
Pubblicazione: (2024)

Optimal dynamic climate adaptation pathways: a case study of New York City
di: Truong, Chi, et al.
Pubblicazione: (2024)

Pareto-optimal reinsurance under dependence uncertainty
di: Boonen, Tim J., et al.
Pubblicazione: (2025)

Optimal allocations with distortion risk measures and mixed risk attitudes
di: Ghossoub, Mario, et al.
Pubblicazione: (2025)

Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
di: Uberti, Pierpaolo
Pubblicazione: (2026)

Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes
di: Lauzier, Jean-Gabriel, et al.
Pubblicazione: (2024)

Optimal mutual insurance against systematic longevity risk
di: Armstrong, John, et al.
Pubblicazione: (2024)

Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
di: Jang, Jiwook, et al.
Pubblicazione: (2025)

Proactive risk assessment and nursing risk management in chemotherapy drugs: FMECA methodology results
di: Gennaro Laus, et al.
Pubblicazione: (2026)

The role of debt valuation factors in systemic risk assessment
di: Fortuna, Kamil, et al.
Pubblicazione: (2024)

Choquet rating criteria, risk measures, and risk consistency
di: Guo, Nan, et al.
Pubblicazione: (2025)

Counter-monotonic risk allocations and distortion risk measures
di: Ghossoub, Mario, et al.
Pubblicazione: (2024)

Submodular risk measures
di: Wang, Ruodu, et al.
Pubblicazione: (2026)

On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
di: Gong, Shuo, et al.
Pubblicazione: (2022)

Hurricane surge and inundation in the Bahamas, part 2: Flood risk assessment
di: Stephen Grey, et al.
Pubblicazione: (2024)

Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
di: Acebes, Fernando, et al.
Pubblicazione: (2024)

The limitations of comonotonic additive risk measures: a literature review
di: Santos, Samuel Solgon, et al.
Pubblicazione: (2022)

Institutionalizing risk curation in decentralized credit
di: Zbandut, Anastasiia, et al.
Pubblicazione: (2025)

Coherent risk measures and uniform integrability
di: Huang, Muqiao, et al.
Pubblicazione: (2024)

Hedging market risk and uncertainty via a robust portfolio approach
di: Ravagnani, Adele, et al.
Pubblicazione: (2026)

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
di: Colaneri, Katia, et al.
Pubblicazione: (2024)

Optimal Robust Reinsurance with Multiple Insurers
di: Kroell, Emma, et al.
Pubblicazione: (2023)

Flood risk investigation of pedestrians and vehicles in a mountainous city using a coupled coastal ocean and stormwater management model
di: Fei Liu, et al.
Pubblicazione: (2024)

Lambda Value-at-Risk under ambiguity and risk sharing
di: Liu, Peng, et al.
Pubblicazione: (2025)

Lambda R{é}nyi entropic value-at-risk
di: Zou, Zhenfeng
Pubblicazione: (2026)

Extremal cases of distortion risk measures with partial information
di: Zhao, Mengshuo, et al.
Pubblicazione: (2024)

Diversification quotients: Quantifying diversification via risk measures
di: Han, Xia, et al.
Pubblicazione: (2022)

'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'
di: Dhaene, Jan L. M., et al.
Pubblicazione: (2024)

Precise assessment of flood risk and accurate allocation of disaster relief funds through a fuzzy set approach
di: Yudong Wang, et al.
Pubblicazione: (2024)