Pokfulam Road
Hong Kong
China
University of Hong Kong
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Aumann-Shapley value, non-differentiability, piecewise linear fuzzy games, Mertens value, capital allocation
Solvency II, Solvency Capital Requirement, Expected Shortfall, Value-at-Risk
Dynamic Capital Allocation, Euler Rule, Proportional Rule, Simulation, Value-at-Risk
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dynamic capital allocation, Euler rule, proportional rule, simulation, value-at-risk (VaR)
Risk sharing; peer-to-peer insurance; mean-variance optimization; multi-period model; catastrophe risk pooling
Capital allocation, Euler rule, fuzzy core, Aumann-Shapley value, risk measures
optimal reinsurance design, distortion risk measure, distortion premium principle, multiple reinsurers, representative reinsurer
Non-Convex Preferences, Risk Sharing, Pareto Optimality, Sunspots, Rank-Dependent Utility
Optimal Insurance, Ambiguity, Multiple Priors, Maxmin-Expected Utility, Heterogeneous Beliefs
Competitive equilibria, comonotone market, dual utilities, rank-dependent utilities, pricing kernel
Risk management; Pareto optimal insurance; Cooperative game theory; Robust decision-making
Longevity Risk, Consumer Price Index, Gross Domestic Product, Forecasting
Climate change, flood risk, spatial diversification, Pareto optimality, layer-type indemnities
mortality, economic growth, spatial lag model, mortality forecasting, annuity pricing
Optimal reinsurance design, distortion risk measures, distortion premium principle, heterogeneous beliefs, multiple reinsurers
insurance, limited liability, partial equilibrium, recovery rules, incentive compatibility
reinsurance, multiple reinsurers, competition, premiums, Mean Conditional Value-at-Risk
Insurance Market Competition; Premium Cycles; Solvency Ratio; Open-Loop Nash Equilibrium, Finite-time differential game
Reinsurance, Pareto-optimality, default risk, investment, solvency regulation
Risk Management, Optimal Reinsurance, Pareto Optimality, Bowley Optimality, Convex Risk Measures
simplex, capital allocation, dynamic management
Risk management, optimal insurance, distortion risk measure, Wasserstein distance, Tail Value-at-Risk
Insurance mechanisms, risk sharing, contingent premium, COVID-19
Competitive markets, non-cooperative game theory, convex and concave demand functions, stochastic claims
insurance contract theory, multiple policyholders, heterogeneous preferences, proportional insurance.
Risk management, Optimal insurance, Multiple risk environments, Value-at-Risk, Tail Value-at-Risk, Heterogeneous beliefs, Environment-specific layer indemnities
Pareto optimal risk sharing, competitive equilibria, expected utility, dual utility
Optimal reinsurance, Bowley optima, Stackelberg equilibria, Subgame perfect Nash equilibria, Pareto efficiency, Choquet pricing, Heterogeneous beliefs
Cooperative bargaining, reinsurance, contract design, comonotonic additive preferences
Risk Sharing, Pareto Optimality, Heterogeneous Beliefs, Probability Distortion, Exposure Constraints
optimal reinsurance design, heterogeneous beliefs, multiple reinsurers, representative reinsurer, deductible
Competitive Insurance Markets; Incomplete Information; Bayesian Nash Equilibrium; Combined Ratio
longevity risk, bargaining, risk redistribution, over-the-counter trade
optimal reinsurance, distortion risk measure, Vajda condition, backward-forward optimization, Pareto-optimal reinsurance
Optimal insurance, mean-variance optimization, background risk, marginal indemnity function
Consumption; Retirement expenditure; Affordability; Text analysis; Gender of decision maker
Risk-sharing, rank-dependent expected utility, comonotonicity, calculus of variations
Bowley insurance, expected net profit, safety loading factor, Pareto optimality
stochastic cost allocation, egalitarian solution, rationing, constrained equal awards rule, proportional rule
Risk management; Nash equilibrium; Cyber risk; Cybersecurity; Cyber insurance; Network contagion
