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On the existence of a representative reinsurer under heterogeneous beliefs

  • Published:2019-09 Issue: Volume:88 Page:209-225
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Boonen Tim J.,Ghossoub Mario

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

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

Reference33 articles.

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

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

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

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

5. Optimal reinsurance with heterogeneous reference probabilities;Boonen;Risks,2016

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1. Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles;SIAM Journal on Control and Optimization;2024-05-13

2. Multi-constrained optimal reinsurance model from the duality perspectives;Insurance: Mathematics and Economics;2023-11

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. Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer;IMA Journal of Management Mathematics;2023-07-15
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