Optimal reinsurance with multiple tranches

DOI10.1016/J.JMATECO.2016.05.006zbMath1368.91115OpenAlexW2415160155MaRDI QIDQ306745

Huaxia Rui, Andrew B. Whinston, Semyon Malamud

Publication date: 1 September 2016

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.05.006

zbMATH Keywords

insurancerisk sharingreinsurancecontract design

Mathematics Subject Classification ID

Related Items (3)

An optimal reinsurance simulation model for non-life insurance in the Solvency II framework ⋮ On randomized reinsurance contracts ⋮ Sometimes more, sometimes less: prudence and the diversification of risky insurance coverage

Cites Work

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• Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
• Optimal insurance and generalized deductibles
• Second-Best Insurance Contract Design in an Incomplete Market
• Equilibrium in a Reinsurance Market

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