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Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’

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  • Jun Cai
  • Yichun Chi

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Suggested Citation

  • Jun Cai & Yichun Chi, 2020. "Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’," Statistical Theory and Related Fields, Taylor & Francis Journals, vol. 4(1), pages 26-27, July.
    • Handle: RePEc:taf:tstfxx:v:4:y:2020:i:1:p:26-27
    DOI: 10.1080/24754269.2020.1777025
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    Citations

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    Cited by:

    1. Tang, Qihe & Tong, Zhiwei & Xun, Li, 2022. "Portfolio risk analysis of excess of loss reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 91-110.
    2. Benjamin Avanzi & Hayden Lau & Mogens Steffensen, 2022. "Optimal reinsurance design under solvency constraints," Papers 2203.16108, arXiv.org, revised Jun 2023.
    3. Qiuqi Wang & Ruodu Wang & Ricardas Zitikis, 2021. "Risk measures induced by efficient insurance contracts," Papers 2109.00314, arXiv.org, revised Sep 2021.
    4. Wang, Qiuqi & Wang, Ruodu & Zitikis, Ričardas, 2022. "Risk measures induced by efficient insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 56-65.
    5. Chi, Yichun & Liu, Fangda, 2021. "Enhancing an insurer's expected value by reinsurance and external financing," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 466-484.
    6. Liang, Xiaoqing & Jiang, Wenjun & Zhang, Yiying, 2023. "Optimal insurance design under mean-variance preference with narrow framing," Insurance: Mathematics and Economics, Elsevier, vol. 112(C), pages 59-79.
    7. Zhuo Jin & Zuo Quan Xu & Bin Zou, 2023. "Optimal moral-hazard-free reinsurance under extended distortion premium principles," Papers 2304.08819, arXiv.org.
    8. Shen, Yang & Zou, Bin, 2021. "Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 68-80.
    9. Cao, Jingyi & Li, Dongchen & Young, Virginia R. & Zou, Bin, 2023. "Reinsurance games with two reinsurers: Tree versus chain," European Journal of Operational Research, Elsevier, vol. 310(2), pages 928-941.
    10. Yang Shen & Bin Zou, 2021. "Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process," Papers 2101.03954, arXiv.org.
    11. Vincent, Léonard & Albrecher, Hansjörg & Krvavych, Yuriy, 2021. "Structured reinsurance deals with reference to relative market performance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 125-139.

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