Reinsurance is an effective way for an insurance company to control its risk. How to design
an optimal reinsurance contract is not only a key topic in actuarial science, but also an …

In this paper, we study two classes of optimal reinsurance models by minimizing the total risk
exposure of an insurer under the criteria of value at risk (VaR) and conditional value at risk …

Recently the optimal reinsurance strategy concerning the insurer's risk attitude and the
reinsurance premium principle has been an interesting topic. This paper discusses the …

In this paper, we consider the problem of optimal reinsurance design, when the risk is
measured by a distortion risk measure and the premium is given by a distortion risk …

In this paper, we study two classes of optimal reinsurance models from the perspective of an
insurer by minimizing its total risk exposure under the criteria of value at risk (VaR) and …

Regulatory authorities demand insurance companies control their risk exposure by imposing
stringent risk management policies. This article investigates the optimal risk management …

This article investigates optimal reinsurance treaties minimizing an insurer's risk-adjusted
liability, which encompasses a risk margin quantified by distortion risk measures. Via the …

In this paper, we study Pareto optimality of reinsurance arrangements under general model
settings. We give the necessary and sufficient conditions for a reinsurance contract to be …

Purchasing reinsurance reduces insurers' insolvency risk by stabilising loss experience,
increasing capacity, limiting liability on specific risks and/or protecting against catastrophes …

The optimal insurance problem represents a fast growing topic that explains the most
efficient contract that an insurance player may get. The classical problem investigates the …