The aim of the paper is to outline the new trends in modern actuarial sciences in order to
help the researchers to find new domains of activity and university professors teaching future …

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 …

OPTIMAL REINSURANCE FORMS UNDER GENERAL RISK MEASURES Page 15 13 ©
ЕН Кочеткова, 2017 OPTIMAL REINSURANCE FORMS UNDER GENERAL RISK …

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 …