This paper is focused on solving different hard optimization problems that arise in the field of insurance and, more specifically, in reinsurance problems. In this area, the complexity of the …
In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constrained portfolio selection problems. More specifically, a modified version of the …
This study considers a reinsurance market with two participants, one taking the role of first line insurer and the other taking the role of reinsurer. The two firms have conflicting interests …
This thesis aims to address some optimal problems using risk measure for different purpose. First topic is considering to find the optimal hedging strategy in general to replace the fixed …
In this paper, we study reinsurance treaties between an insurer and a reinsurer, considering both parties' interests. Most papers only focus on the insurer's point of view. The latest …
Reinsurance is one of the tools that an insurer can use to mitigate the underwriting risk and then to control its solvency. In this paper, we focus on the proportional reinsurance …