A Bowley solution with limited ceded risk for a monopolistic reinsurer

DOI10.1016/j.insmatheco.2020.02.002zbMath1435.91143OpenAlexW3005214016MaRDI QIDQ2306102

Sheng Chao Zhuang, Yichun Chi, Ken Seng Tan

Publication date: 20 March 2020

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.002

zbMATH Keywords

downside riskdecreasing absolute risk aversionBowley solutiondecreasing absolute prudencedemand for reinsurance

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Actuarial mathematics (91G05)

Related Items (6)

Stackelberg differential game for reinsurance: mean-variance framework and random horizon ⋮ Bowley reinsurance with asymmetric information: a first-best solution ⋮ Bowley vs. Pareto optima in reinsurance contracting ⋮ Bowley solution under the reinsurer's default risk ⋮ Variance insurance contracts ⋮ Bowley reinsurance with asymmetric information on the insurer's risk preferences

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