Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi

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Acknowledgments

Support from a Centers of Actuarial Excellence (CAE) Research Grant (2018–2021) from the Society of Actuaries is gratefully acknowledged. Any opinions, finding, and conclusions or recommendations expressed in this material are those of the author and do not necessarily reflect the views of the SOA.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

Support from a Centers of Actuarial Excellence (CAE) Research Grant (2018–2021) from the Society of Actuaries.

Notes on contributors

Ambrose Lo

Ambrose Lo is currently Associate Professor of Actuarial Science with tenure at the Department of Statistics and Actuarial Science, The University of Iowa. He earned his B.S. in Actuarial Science and Ph.D. in Actuarial Science from The University of Hong Kong in 2010 and 2014, respectively. He joined The University of Iowa as Assistant Professor of Actuarial Science in August 2014 and was tenured and promoted to Associate Professor in July 2019. His research interests lie in dependence structures, quantitative risk management as well as optimal (re)insurance.