Liang, Zhihang; Zou, Jushen; Jiang, Wenjun Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation. (English) Zbl 07525958 Insur. Math. Econ. 104, 200-221 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Z. Liang} et al., Insur. Math. Econ. 104, 200--221 (2022; Zbl 07525958) Full Text: DOI OpenURL
Chen, Tao; Liu, Wei; Tan, Tao; Wu, Lijun; Hu, Yijun Optimal reinsurance with default risk: a reinsurer’s perspective. (English) Zbl 1476.91122 J. Ind. Manag. Optim. 17, No. 5, 2971-2987 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Chen} et al., J. Ind. Manag. Optim. 17, No. 5, 2971--2987 (2021; Zbl 1476.91122) Full Text: DOI OpenURL
Reichel, Lukas; Schmeiser, Hato; Schreiber, Florian Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage. (English) Zbl 07356099 Eur. J. Oper. Res. 292, No. 2, 770-783 (2021). MSC: 90Bxx PDF BibTeX XML Cite \textit{L. Reichel} et al., Eur. J. Oper. Res. 292, No. 2, 770--783 (2021; Zbl 07356099) Full Text: DOI Link OpenURL
Ceci, Claudia; Colaneri, Katia; Frey, Rüdiger; Köck, Verena Value adjustments and dynamic hedging of reinsurance counterparty risk. (English) Zbl 1448.91258 SIAM J. Financ. Math. 11, No. 3, 788-814 (2020). MSC: 91G05 91G40 PDF BibTeX XML Cite \textit{C. Ceci} et al., SIAM J. Financ. Math. 11, No. 3, 788--814 (2020; Zbl 1448.91258) Full Text: DOI arXiv OpenURL
Boonen, Tim J. Equilibrium recoveries in insurance markets with limited liability. (English) Zbl 1437.91387 J. Math. Econ. 85, 38-45 (2019). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 PDF BibTeX XML Cite \textit{T. J. Boonen}, J. Math. Econ. 85, 38--45 (2019; Zbl 1437.91387) Full Text: DOI Link OpenURL
Asimit, Alexandru V.; Gao, Tao; Hu, Junlei; Kim, Eun-Seok Optimal risk transfer: a numerical optimization approach. (English) Zbl 1416.91149 N. Am. Actuar. J. 22, No. 3, 341-364 (2018). MSC: 91B30 91G60 65K10 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., N. Am. Actuar. J. 22, No. 3, 341--364 (2018; Zbl 1416.91149) Full Text: DOI Link OpenURL
Asimit, Alexandru V.; Chi, Yichun; Hu, Junlei Optimal non-life reinsurance under Solvency II regime. (English) Zbl 1348.91127 Insur. Math. Econ. 65, 227-237 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 65, 227--237 (2015; Zbl 1348.91127) Full Text: DOI Link OpenURL
Cai, Jun; Lemieux, Christiane; Liu, Fangda Optimal reinsurance with regulatory initial capital and default risk. (English) Zbl 1304.91094 Insur. Math. Econ. 57, 13-24 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., Insur. Math. Econ. 57, 13--24 (2014; Zbl 1304.91094) Full Text: DOI OpenURL
Boyer, M. Martin; Nyce, Charles M. An industrial organization theory of risk sharing. (English) Zbl 1412.91035 N. Am. Actuar. J. 17, No. 3, 283-296 (2013). MSC: 91B30 91B38 PDF BibTeX XML Cite \textit{M. M. Boyer} and \textit{C. M. Nyce}, N. Am. Actuar. J. 17, No. 3, 283--296 (2013; Zbl 1412.91035) Full Text: DOI Link OpenURL
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun Optimal reinsurance in the presence of counterparty default risk. (English) Zbl 1290.91074 Insur. Math. Econ. 53, No. 3, 690-697 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 53, No. 3, 690--697 (2013; Zbl 1290.91074) Full Text: DOI Link OpenURL