Chains of reinsurance: Non-cooperative equilibria and Pareto optimality

DOI10.1016/0167-6687(85)90040-XzbMath0596.62109OpenAlexW2080966938WikidataQ127554494 ScholiaQ127554494MaRDI QIDQ1078964

Marc Lauwers, Laurent d'Ursel

Publication date: 1985

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(85)90040-x

zbMATH Keywords

risk aversionPareto optimalchain of reinsuranceequilibrium transfers of risknon-cooperative equilibrium concepts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Utility theory (91B16)

Related Items (6)

Perturbation calculus in risk theory: Application to chains and trees of reinsurance ⋮ Risk-adjusted bowley reinsurance under distorted probabilities ⋮ Stackelberg reinsurance chain under model ambiguity ⋮ Pareto optimal chains of reinsurance ⋮ A continuous-time theory of reinsurance chains ⋮ Optimal risk allocation in reinsurance networks

Cites Work

• Unnamed Item
• Chains of reinsurance

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