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