Reinsurance is an effective way for an insurance company to control its risk.How to design an optimal reinsurance contract is not only a key topic in actuarial science,but also an interesting research question in math...Reinsurance is an effective way for an insurance company to control its risk.How to design an optimal reinsurance contract is not only a key topic in actuarial science,but also an interesting research question in mathematics and statistics.Optimal reinsurance design problems can be proposed from different perspectives.Risk measures as tools of quantitative risk management have been extensively used in insurance and finance.Optimal reinsurance designs based on risk measures have been widely studied in the literature of insurance and become an active research topic.Different research approaches have been developed and many interesting results have been obtained in this area.These approaches and results have potential applications in future research.In this article,we review the recent advances in optimal reinsurance designs based on risk measures in static models and discuss some interesting problems on this topic for future research.展开更多
We would like to thank four discussants(Professor Chengguo Weng,Professor Tim J.Boonen,Professor Shengchao Zhuang,and Professor Ambrose Lo)for their interesting discussions and comments on our review paper about optim...We would like to thank four discussants(Professor Chengguo Weng,Professor Tim J.Boonen,Professor Shengchao Zhuang,and Professor Ambrose Lo)for their interesting discussions and comments on our review paper about optimal reinsurance designs based on riskmeasures.Their discussions and comments providemore other interesting research topics for the study of optimal reinsurance designs.Our specified response to each discussant is given as follows.展开更多
基金the support from the Natural Sciences and Engineering Research Council of Canada(NSERC)(grant No.RGPIN-2016-03975)supported by grants from the National Natural Science Foundation of China(Grant No.11971505)111 Project of China(No.B17050).
文摘Reinsurance is an effective way for an insurance company to control its risk.How to design an optimal reinsurance contract is not only a key topic in actuarial science,but also an interesting research question in mathematics and statistics.Optimal reinsurance design problems can be proposed from different perspectives.Risk measures as tools of quantitative risk management have been extensively used in insurance and finance.Optimal reinsurance designs based on risk measures have been widely studied in the literature of insurance and become an active research topic.Different research approaches have been developed and many interesting results have been obtained in this area.These approaches and results have potential applications in future research.In this article,we review the recent advances in optimal reinsurance designs based on risk measures in static models and discuss some interesting problems on this topic for future research.
文摘We would like to thank four discussants(Professor Chengguo Weng,Professor Tim J.Boonen,Professor Shengchao Zhuang,and Professor Ambrose Lo)for their interesting discussions and comments on our review paper about optimal reinsurance designs based on riskmeasures.Their discussions and comments providemore other interesting research topics for the study of optimal reinsurance designs.Our specified response to each discussant is given as follows.
