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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
optimal reinsurance design, distortion risk measure, distortion premium principle, multiple reinsurers, representative reinsurer
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)
Capital allocation, Euler rule, fuzzy core, Aumann-Shapley value, risk measures
Competitive equilibria, comonotone market, dual utilities, rank-dependent utilities, pricing kernel
Optimal Insurance, Ambiguity, Multiple Priors, Maxmin-Expected Utility, Heterogeneous Beliefs
Optimal reinsurance design, distortion risk measures, distortion premium principle, heterogeneous beliefs, multiple reinsurers
insurance, limited liability, partial equilibrium, recovery rules, incentive compatibility
Insurance Market Competition; Premium Cycles; Solvency Ratio; Open-Loop Nash Equilibrium, Finite-time differential game
Risk management; Pareto optimal insurance; Cooperative game theory; Robust decision-making
Reinsurance, Pareto-optimality, default risk, investment, solvency regulation
Risk sharing; peer-to-peer insurance; mean-variance optimization; multi-period model; catastrophe risk pooling
reinsurance, multiple reinsurers, competition, premiums, Mean Conditional Value-at-Risk
Insurance mechanisms, risk sharing, contingent premium, COVID-19
Risk management, Optimal insurance, Multiple risk environments, Value-at-Risk, Tail Value-at-Risk, Heterogeneous beliefs, Environment-specific layer indemnities
simplex, capital allocation, dynamic management
Risk Management, Optimal Reinsurance, Pareto Optimality, Bowley Optimality, Convex Risk Measures
Pareto optimal risk sharing, competitive equilibria, expected utility, dual utility
mortality, economic growth, spatial lag model, mortality forecasting, annuity pricing
Risk Sharing, Pareto Optimality, Sunspots, Rank-Dependent Utility
Cooperative bargaining, reinsurance, contract design, comonotonic additive preferences
Risk Sharing, Pareto Optimality, Heterogeneous Beliefs, Probability Distortion, Exposure Constraints
Competitive markets, non-cooperative game theory, convex and concave demand functions, stochastic claims
insurance contract theory, multiple policyholders, heterogeneous preferences, proportional insurance.
longevity risk, bargaining, risk redistribution, over-the-counter trade
optimal reinsurance, distortion risk measure, Vajda condition, backward-forward optimization, Pareto-optimal reinsurance
optimal reinsurance design, heterogeneous beliefs, multiple reinsurers, representative reinsurer, deductible
Consumption; Retirement expenditure; Affordability; Text analysis; Gender of decision maker
Risk-sharing, rank-dependent expected utility, comonotonicity, calculus of variations
Optimal insurance, mean-variance optimization, background risk, marginal indemnity function
stochastic cost allocation, egalitarian solution, rationing, constrained equal awards rule, proportional rule
