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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
Capital allocation, Euler rule, fuzzy core, Aumann-Shapley value, risk measures
Competitive equilibria, comonotone market, dual utilities, rank-dependent utilities
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
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)
Pareto optimal risk sharing, competitive equilibria, expected utility, dual utility
simplex, capital allocation, dynamic management
reinsurance, multiple reinsurers, competition, premiums, Mean Conditional Value-at-Risk
Cooperative bargaining, reinsurance, contract design, comonotonic additive preferences
longevity risk, bargaining, risk redistribution, over-the-counter trade
Risk Sharing, Pareto Optimality, Heterogeneous Beliefs, Probability Distortion, Exposure Constraints
optimal reinsurance design, heterogeneous beliefs, multiple reinsurers, representative reinsurer, deductible
stochastic cost allocation, egalitarian solution, rationing, constrained equal awards rule, proportional rule
mortality, economic growth, spatial lag model, mortality forecasting, annuity pricing
Optimal reinsurance design, distortion risk measures, distortion premium principle, heterogeneous beliefs, multiple reinsurers
Consumption; Retirement expenditure; Affordability; Text analysis; Gender of decision maker
Risk Sharing, Pareto Optimality, Sunspots, Rank-Dependent Utility
