New research directions in modern actuarial sciences
E Bulinskaya - Modern Problems of Stochastic Analysis and Statistics …, 2017 - Springer
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 …
help the researchers to find new domains of activity and university professors teaching future …
Marginal indemnification function formulation for optimal reinsurance
In this paper, we propose to combine the Marginal Indemnification Function (MIF)
formulation and the Lagrangian dual method to solve optimal reinsurance model with …
formulation and the Lagrangian dual method to solve optimal reinsurance model with …
Analyzing the global risks for the financial crisis after the great depression using comparative hybrid hesitant fuzzy decision-making models: Policy recommendations …
The aim of this study is to analyze the effects of global risks on financial crises. For this
purpose, five different outstanding crises after the Great Depression of 1929 are taken into …
purpose, five different outstanding crises after the Great Depression of 1929 are taken into …
Insurance with multiple insurers: A game-theoretic approach
This paper studies the set of Pareto optimal insurance contracts and the core of an
insurance game. Our setting allows multiple insurers with translation invariant preferences …
insurance game. Our setting allows multiple insurers with translation invariant preferences …
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Optimal reinsurance from an insurer's point of view or from a reinsurer's point of view has
been studied extensively in the literature. However, as two parties of a reinsurance contract …
been studied extensively in the literature. However, as two parties of a reinsurance contract …
[HTML][HTML] Robust and Pareto optimality of insurance contracts
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 …
efficient contract that an insurance player may get. The classical problem investigates the …
[HTML][HTML] Does insurance demand react to economic policy uncertainty and geopolitical risk? Evidence from Saudi Arabia
W Hemrit - The Geneva Papers on Risk and Insurance. Issues and …, 2022 - ncbi.nlm.nih.gov
This study investigates the potential effect of economic policy uncertainty, geopolitical risk,
non-oil output, inflation and corporate governance features on insurance companies in …
non-oil output, inflation and corporate governance features on insurance companies in …
Robust reinsurance contracts with uncertainty about jump risk
D Hu, S Chen, H Wang - European Journal of Operational Research, 2018 - Elsevier
We investigate robust reinsurance contracts in two reinsurance modes, namely proportional
reinsurance and excess-loss reinsurance, in a continuous-time principal–agent framework …
reinsurance and excess-loss reinsurance, in a continuous-time principal–agent framework …
A Neyman-Pearson perspective on optimal reinsurance with constraints
A Lo - ASTIN Bulletin: The Journal of the IAA, 2017 - cambridge.org
The formulation of optimal reinsurance policies that take various practical constraints into
account is a problem commonly encountered by practitioners. In the context of a distortion …
account is a problem commonly encountered by practitioners. In the context of a distortion …
Optimal insurance under rank-dependent expected utility
M Ghossoub - Insurance: Mathematics and Economics, 2019 - Elsevier
We re-visit the problem of optimal insurance design under Rank-Dependent Expected Utility
(RDEU) examined by Bernard et al.(2015), Xu (2018), and Xu et al.(2018). Unlike the latter …
(RDEU) examined by Bernard et al.(2015), Xu (2018), and Xu et al.(2018). Unlike the latter …