Technical paper/Reinsurance
Pricing and optimization of sidecar and collateralized reinsurance portfolios with stochastic programming
This papers investigates problems in pricing and optimizing sidecar and collateralized reinsurance portfolios, employing a stochastic programming approach to solve these problems.
Optimal time-consistent reinsurance and investment strategies for multiple dependent types of insurance business and a unified investment framework
Optimal reinsurance with expectile under the Vajda condition
The valuation of contingent convertible catastrophe debt under simple solvency and liquidity covenants
Research on equity release mortgage risk diversification with financial innovation: reinsurance usage
This paper examines the risk diversification of ERMs via the reinsurance strategy.
Stochastic modelling of reinsurance credit risk
Stochastic modelling of reinsurance credit risk