References

1. Albrecher, H., Beirlant, J., & Teugels, J. L. (2017). Reinsurance: Actuarial and statistical aspects. John Wiley & Sons. [Crossref], [Google Scholar]
2. Asimit, A. 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 [Crossref], [Web of Science ®], [Google Scholar]
3. Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2016a). Pricing in reinsurance bargaining with comonotonic additive utility functions. ASTIN Bulletin, 46(2), 507–530. https://doi.org/10.1017/asb.2016.8 [Crossref], [Web of Science ®], [Google Scholar]
4. Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2016b). 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 [Crossref], [Web of Science ®], [Google Scholar]
5. Cai, J., & Chi, Y. (2020). Optimal reinsurance designs based on risk measures: A review. Statistical Theory and Related Fields. Forthcoming https://doi.org/10.1080/24754269.2020.1758500 [Taylor & Francis Online], [Google Scholar]
6. Cai, J., & Tan, K. S. (2007). Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. ASTIN Bulletin, 37(1), 93–112. https://doi.org/10.1017/S0515036100014756 [Crossref], [Web of Science ®], [Google Scholar]
7. 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 [Taylor & Francis Online], [Web of Science ®], [Google Scholar]
8. Chi, Y. (2012). Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability. ASTIN Bulletin, 42(2), 529–557. http://dx.doi.org/10.2139/ssrn.2039723 [Web of Science ®], [Google Scholar]
9. 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 [Crossref], [Web of Science ®], [Google Scholar]
10. Wang, S. S., Young, V. R., & Panjer, H. H. (1997). Axiomatic characterization of insurance prices. Insurance: Mathematics and Economics, 21(2), 173–183. https://doi.org/10.1016/S0167-6687(97)00031-0 [Crossref], [Web of Science ®], [Google Scholar]