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Insurance with multiple insurers: A game-theoretic approach

Citations

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Cited by:

  1. Asimit, Alexandru V. & Boonen, Tim J. & Chi, Yichun & Chong, Wing Fung, 2021. "Risk sharing with multiple indemnity environments," European Journal of Operational Research, Elsevier, vol. 295(2), pages 587-603.
  2. Peng Yang & Zhiping Chen & Xiangyu Cui, 2021. "Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 2021(10), pages 969-997, November.
  3. Tim J. Boonen & Yuyu Chen & Xia Han & Qiuqi Wang, 2024. "Optimal insurance design with Lambda-Value-at-Risk," Papers 2408.09799, arXiv.org.
  4. Hanbali, Hamza, 2025. "Mean-variance longevity risk-sharing for annuity contracts," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 207-235.
  5. Zhu, Michael B. & Ghossoub, Mario & Boonen, Tim J., 2023. "Equilibria and efficiency in a reinsurance market," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 24-49.
  6. Anthropelos, Michail & Boonen, Tim J., 2020. "Nash equilibria in optimal reinsurance bargaining," Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 196-205.
  7. Jiang, Wenjun & Hong, Hanping & Ren, Jiandong, 2021. "Pareto-optimal reinsurance policies with maximal synergy," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 185-198.
  8. Benjamin Avanzi & Hayden Lau & Mogens Steffensen, 2022. "Optimal reinsurance design under solvency constraints," Papers 2203.16108, arXiv.org, revised Jun 2023.
  9. Guohui Guan & Zongxia Liang & Yi Xia, 2024. "Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty," Papers 2412.09171, arXiv.org.
  10. Bingzheng Chen & Zongxia Liang & Shunzhi Pang, 2024. "Dynamic Investment-Driven Insurance Pricing and Optimal Regulation," Papers 2410.18432, arXiv.org, revised Apr 2025.
  11. Mario Ghossoub & Michael B. Zhu & Wing Fung Chong, 2024. "Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures," Papers 2409.05103, arXiv.org.
  12. Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022. "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, vol. 311(2), pages 945-965, April.
  13. Asimit, Alexandru V. & Cheung, Ka Chun & Chong, Wing Fung & Hu, Junlei, 2020. "Pareto-optimal insurance contracts with premium budget and minimum charge constraints," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 17-27.
  14. Tim J. Boonen & Wing Fung Chong & Mario Ghossoub, 2024. "Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(2), pages 449-488, June.
  15. Cheng, Chunli & Hilpert, Christian & Miri Lavasani, Aidin & Schaefer, Mick, 2023. "Surrender contagion in life insurance," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1465-1479.
  16. Chi, Yichun & Zhuang, Sheng Chao, 2022. "Regret-based optimal insurance design," Insurance: Mathematics and Economics, Elsevier, vol. 102(C), pages 22-41.
  17. Boonen, Tim J. & Jiang, Wenjun, 2022. "A marginal indemnity function approach to optimal reinsurance under the Vajda condition," European Journal of Operational Research, Elsevier, vol. 303(2), pages 928-944.
  18. Boonen, Tim J. & Ghossoub, Mario, 2023. "Bowley vs. Pareto optima in reinsurance contracting," European Journal of Operational Research, Elsevier, vol. 307(1), pages 382-391.
  19. Asimit, Alexandru V. & Hu, Junlei & Xie, Yuantao, 2019. "Optimal robust insurance with a finite uncertainty set," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 67-81.
  20. 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.
  21. Tan, Ken Seng & Wei, Pengyu & Wei, Wei & Zhuang, Sheng Chao, 2020. "Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle," European Journal of Operational Research, Elsevier, vol. 282(1), pages 345-362.
  22. Chi, Yichun & Tan, Ken Seng & Zhuang, Sheng Chao, 2020. "A Bowley solution with limited ceded risk for a monopolistic reinsurer," Insurance: Mathematics and Economics, Elsevier, vol. 91(C), pages 188-201.
  23. Aboagye, Ernest & Asimit, Vali & Fung, Tsz Chai & Peng, Liang & Wang, Qiuqi, 2025. "A revisit of the optimal excess-of-loss contract," European Journal of Operational Research, Elsevier, vol. 322(1), pages 341-354.
  24. Bai, Yanfei & Zhou, Zhongbao & Xiao, Helu & Gao, Rui & Zhong, Feimin, 2022. "A hybrid stochastic differential reinsurance and investment game with bounded memory," European Journal of Operational Research, Elsevier, vol. 296(2), pages 717-737.
  25. Grechuk, Bogdan, 2023. "Extended gradient of convex function and capital allocation," European Journal of Operational Research, Elsevier, vol. 305(1), pages 429-437.
  26. Jiang, Wenjun & Ren, Jiandong & Yang, Chen & Hong, Hanping, 2019. "On optimal reinsurance treaties in cooperative game under heterogeneous beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 85(C), pages 173-184.
  27. Boonen, Tim J. & Jiang, Wenjun, 2024. "Robust insurance design with distortion risk measures," European Journal of Operational Research, Elsevier, vol. 316(2), pages 694-706.
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