Equilibria in a mixed financial-reinsurance market with constrained trading possibilities

DOI10.1016/0167-6687(94)90778-1zbMath0808.90048OpenAlexW2022826657MaRDI QIDQ1336888

Anja De Waegenaere

Publication date: 6 November 1994

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

Full work available at URL: https://doi.org/10.1016/0167-6687(94)90778-1

zbMATH Keywords

incomplete marketsfinancial marketsconstrained Pareto optimalitytrading constraintsarbitrage possibilitiesredistribution of riskreinsurance contracts

Mathematics Subject Classification ID

Related Items (3)

Choquet pricing and equilibrium. ⋮ Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions ⋮ Modeling financial reinsurance in the casualty insurance business via stochastic programming

Cites Work

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• Equilibria in a proportional reinsurance market
• Risk theory and serendipity
• A dynamic reinsurance theory
• On infinite systems of linear inequalities
• An approach to nonlinear programming
• Equilibrium in a Reinsurance Market

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