This paper studies reinsurance contracting and competition in a continuous-time model with
ambiguity. The market consists of one insurer and two reinsurers, who apply a generalized …

With the rise of decentralized finance and insurance technology, there has been growing
interest in the financial industry for risk sharing mechanisms without a central authority or …

In this paper, we consider the optimal per-claim reinsurance problem for an insurer who
designs a reinsurance contract with multiple reinsurance participants. In contrast to using the …

To manage the risk of insurance companies, a reinsurance transaction is among the myriad
risk management mechanisms the top ranked choice. In this paper, we study the design of …

The classical problem of identifying the optimal risk transfer from one insurance company to
multiple reinsurance companies is examined under some quantile-based risk measure …

The optimal reinsurance arrangement is identified whenever the reinsurer counterparty
default risk is incorporated in a one-period model. Our default risk model allows the …

Optimal reinsurance indemnities have widely been studied in the literature, yet the
bargaining for optimal prices has remained relatively unexplored. Therefore, the key …

The notion of Pareto optimality is commonly employed to formulate decisions that reconcile
the conflicting interests of multiple agents with possibly different risk preferences. In the …

In this paper, we compute the Bowley solution of a one-period, mean–variance Stackelberg
game in insurance, in which a buyer and a seller of insurance are the two players, and they …

In this paper, we consider a one-period optimal reinsurance design model with n reinsurers
and an insurer. For very general preferences of the insurer and that all reinsurers use a …