Generalized Nash equilibrium problems have become very important as a modeling tool
during the last decades. The aim of this survey paper is twofold. It summarizes recent …

This paper studies reinsurance contracting and competition in a continuous-time model with
ambiguity. The market consists of one insurer and two reinsurers, who apply a generalized …

This book covers some of the main aspects of insurance mathematics, parts of risk
management and financial risk, and some relevant probabilistic tools. The view is theoretical …

Environmental pollution is an inevitable primary responsibility in the production and
management of enterprises, and it is the most severe challenge to achieving green …

In the seminal work of Chan and Gerber (1985), one of the earliest game theoretical
approaches was proposed to model the interaction between the reinsurer and insurer; in …

The present paper proposes a new methodology to model the lapse risk in life insurance by
integrating the dynamic aspects of policyholders' behaviors and the dependency of the …

Optimal risk sharing arrangements have been substantially studied in the literature, from the
aspects of generalizing objective functions, incorporating more business constraints, and …

Abstract Accepted by: Giorgio Consigli In this article, we consider a reinsurance contract
design by taking into account the joint interests of multiple insurers and a reinsurer. The …

Even though nowadays medicine is necessarily linked with technology, it is still a service
involving human interaction, which frequently requires the help of management science …

In the insurance industry, the number of product-specific policies from different companies
has increased significantly. The strong market competition has boosted the demand for a …