MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY
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Publication:5866182
DOI10.1017/asb.2021.36zbMath1492.91272OpenAlexW4226388878MaRDI QIDQ5866182
Publication date: 13 June 2022
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2021.36
Related Items
Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility ⋮ Bilateral risk sharing in a comonotone market with rank-dependent utilities ⋮ Pareto-optimal reinsurance with default risk and solvency regulation ⋮ Robust equilibrium reinsurance and investment strategy for the insurer and reinsurer under weighted mean-variance criterion ⋮ Bowley solution under the reinsurer's default risk
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