As the cyber insurance market is expanding and cyber insurance policies continue to
mature, the potential of including pre-incident and post-incident services into cyber policies …

This paper studies the optimal insurance problem within the risk minimization framework
and from a policyholder's perspective. We assume that the decision maker (DM) is uncertain …

Decision-makers who usually face model/parameter risk may prefer to act prudently by
identifying optimal contracts that are robust to such sources of uncertainty. In this paper, we …

An innovative cumulative distribution function (CDF)-based method is proposed for deriving
optimal reinsurance contracts to maximize an insurer's survival probability. The optimal …

We consider the optimal risk transfer from an insurance company to a reinsurer. The
problem formulation considered in this paper is closely connected to the optimal portfolio …

Measuring the risk aggregation is an important exercise for any risk bearing carrier. It is not
restricted to evaluation of the known portfolio risk position only, and could include complying …

This article makes use of the well-known Principal–Agent (multidimensional screening)
model commonly used in economics to analyze a monopolistic reinsurance market in the …

It is well-known that Excess-of-Loss reinsurance has more marketability than Stop-Loss
reinsurance, though Stop-Loss reinsurance is the most prominent setting discussed in the …

The potential loss is traditionally considered as a random variable. In recent years, the
special risk insurances have developed gradually, but we cannot obtain enough historical …

This paper reformulates the valuation of interest rate swaps, swap leg payments and swap
risk measures, all under stochastic interest rates, as a problem of solving a system of linear …