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Robust Λ$\Lambda$‐Quantiles and Extremal Distributions
Mathematical Finance, Volume 36, Issue 1, Page 3-19, January 2026.ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
wiley +1 more source
Ethics problems of advertising
Acta Economica, 2021 New competition is not between companies’ products but between their added values in the form of advertising, promotional activities, services, advices, etc.
Раденко Марић
doaj +2 more sources
Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
Mathematical Finance, Volume 36, Issue 1, Page 118-139, January 2026.ABSTRACT In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multimarginal couplings, as a generalization of well‐known correlation statistics such as the Pearson correlation. The first
Corrado De Vecchi +2 more
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Journal of Mathematics, Volume 2026, Issue 1, 2026.This study examines optimal investment and reinsurance strategies for two competing insurers who are concerned with their relative performance. Each insurer can purchase reinsurance and invest in a financial market consisting of one risk‐free asset and one risky asset, with the risky asset’s price modeled using the Heston local‐stochastic volatility ...
Winfrida Felix Mwigilwa, Nian-Sheng Tang
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Journal of Function Spaces, 2019 This paper analyzes the optimal reinsurance strategy for insurers with a generalized mean-variance premium principle. The surplus process of the insurer is described by the diffusion model which is an approximation of the classical Cramér-Lunderberg ...
Yuzhen Wen, Chuancun Yin
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Optimal Robust Reinsurance with Multiple Insurers [PDF]
, 2023 Emma Kroell +2 more
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Near‐Future Damages by US Weather and Climate Disasters
Geophysical Research Letters, Volume 52, Issue 24, 28 December 2025.Abstract This study analyzes economic damages in NOAA's database of US billion‐dollar weather and climate disasters from 1980 to 2024, to predict near‐future damages and to contextualize historical damages. Damages are well‐described by a statistical model with two categories—severe storms and other disasters—with nonstationary Poisson frequencies and ...
B. B. Cael
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Conditional tail moment and reinsurance premium estimation under random right censoring [PDF]
, 2023 Yuri Goegebeur +2 more
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Climate Change and Insurance: Embracing Resilience for Private Market Survival
Sustainable Development, Volume 33, Issue 6, Page 8499-8510, December 2025.ABSTRACT Private insurance is a major mechanism for managing natural disaster risk in the U.S. Public programs cannot generate sufficient capital to provide adequate protection to homes and businesses. Our literature review indicates that disaster impacts are increasing because of climate change and continuing development in high‐risk areas, which is ...
John A. Roper +2 more
wiley +1 more source
Individual economic and legal aspects of the formation and development of reinsurance
Проблеми Законності, 2014 On the basis of the economic and legal approach of the doctrine of the economic rights, some of the economic and legal aspects of the formation and reinsurance development are explored in the article..
Р. І. Віннічук
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