https://orcid.org/0000-0002-4073-5920
References
- Asimit, V., & Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), 778–790. https://doi.org/10.1016/j.ejor.2017.12.026
- Assa, H. (2015). On optimal reinsurance policy with distortion risk measures and premiums. Insurance: Mathematics and Economics, 61, 70–75. https://doi.org/10.1016/j.insmatheco.2014.11.007.
- Balbás, A., Balbás, B., & Heras, A. (2009). Optimal reinsurance with general risk measures. Insurance: Mathematics and Economics, 44(3), 374–384. https://doi.org/10.1016/j.insmatheco.2008.11.008.
- Bernard, C., Liu, F., & Vanduffel, S. (2020). Optimal insurance in the presence of multiple policyholders. Journal of Economic Behavior & Organization. Advance online publication. https://doi.org/10.1016/j.jebo.2020.02.012.
- Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2016). The role of a representative reinsurer in optimal reinsurance. Insurance: Mathematics and Economics, 70, 196–204. https://doi.org/10.1016/j.insmatheco.2016.06.001.
- Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2018). Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability. Available at SSRN: https://ssrn.com/abstract=3143224.
- Cheung, K. C., & Lo, A. (2017). Characterizations of optimal reinsurance treaties: A cost-benefit approach. Scandinavian Actuarial Journal, 2017(1), 1–28. https://doi.org/10.1080/03461238.2015.1054303 doi: 10.1080/03461238.2015.1054303
- Chi, Y., & Meng, H. (2014). Optimal reinsurance arrangements in the presence of two reinsurers. Scandinavian Actuarial Journal, 2014(5), 424–438. https://doi.org/10.1080/03461238.2012.723638 doi: 10.1080/03461238.2012.723638
- Chi, Y., & Tan, K. S. (2013). Optimal reinsurance with general premium principles. Insurance: Mathematics and Economics, 52(2), 180–189. https://doi.org/10.1016/j.insmatheco.2012.12.001.
- Chi, Y., & Zhuang, S. C. (2020). Optimal insurance with belief heterogeneity and incentive compatibility. Insurance: Mathematics and Economics, 92, 104–114. https://doi.org/10.1016/j.insmatheco.2020.03.006.
- Cui, W., Yang, J., & Wu, L. (2013). Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles. Insurance: Mathematics and Economics, 53(1), 74–85. https://doi.org/10.1016/j.insmatheco.2013.03.007.
- Xu, Z. Q., Zhou, X. Y., & Zhuang, S. C. (2019). Optimal insurance under rank-dependent utility and incentive compatibility. Mathematical Finance, 29(2), 659–692. https://doi.org/10.1111/mafi.12185. doi: 10.1111/mafi.12185
- Zhuang, S. C., Boonen, T. J., Tan, K. S., & Xu, Z. Q. (2017). Optimal insurance in the presence of reinsurance. Scandinavian Actuarial Journal, 2017(6), 535–554. https://doi.org/10.1080/03461238.2016.1184710 doi: 10.1080/03461238.2016.1184710
- Zhuang, S. C., Weng, C., Tan, K. S., & Assa, H. (2016). Marginal indemnification function formulation for optimal reinsurance. Insurance: Mathematics and Economics, 67, 65–76. https://doi.org/10.1016/j.insmatheco.2015.12.003.