|
asymmetric information |
3 |
|
bowley reinsurance |
3 |
|
distortion risk measure |
3 |
|
general premium principle |
3 |
|
value-at-risk |
3 |
|
economic growth |
2 |
|
heterogeneous beliefs |
2 |
|
mortality forecasting |
2 |
|
optimal insurance |
2 |
|
optimal reinsurance |
2 |
|
risk management |
2 |
|
affordability |
1 |
|
aitchison geometry |
1 |
|
ambiguity |
1 |
|
annuity pricing |
1 |
|
asymmetric nash bargaining solution |
1 |
|
aumann–shapley value |
1 |
|
backward-forward optimization |
1 |
|
bowley optima |
1 |
|
bowley optimality |
1 |
|
budget constraint |
1 |
|
calculus of variations |
1 |
|
capital allocation |
1 |
|
capital asset pricing model |
1 |
|
choquet pricing |
1 |
|
common mortality trend |
1 |
|
comonotone market |
1 |
|
comonotonic additivity |
1 |
|
comonotonicity |
1 |
|
competition |
1 |
|
competition constraint |
1 |
|
competitive equilibria |
1 |
|
competitive markets |
1 |
|
contract design |
1 |
|
convex and concave demand functions |
1 |
|
convex risk measures |
1 |
|
cooperative bargaining |
1 |
|
cooperative game theory |
1 |
|
cost-of-capital |
1 |
|
counterparty risk |
1 |
|
default risk |
1 |
|
defined benefit |
1 |
|
deviation measures |
1 |
|
distortion premium principle |
1 |
|
distortion risk measures |
1 |
|
dual utilities |
1 |
|
dual utility |
1 |
|
dynamic bargaining |
1 |
|
dynamic capital allocation |
1 |
|
dynamic risk management |
1 |
|
environment-specific layer indemnities |
1 |
|
euler rule |
1 |
|
expected shortfall |
1 |
|
expected utility |
1 |
|
exposure constraints |
1 |
|
finite-time differential game |
1 |
|
fuzzy core |
1 |
|
gender of decision maker |
1 |
|
gluevar |
1 |
|
heterogeneous preferences |
1 |
|
incentive compatibility |
1 |
|
individual rationality |
1 |
|
insurance |
1 |
|
insurance contract theory |
1 |
|
insurance market competition |
1 |
|
intergenerational risk sharing |
1 |
|
inverse-s shaped distortion function |
1 |
|
investment |
1 |
|
isometric logratio |
1 |
|
l2 distance |
1 |
|
layer-reinsurance |
1 |
|
li-lee model |
1 |
|
limited liability |
1 |
|
longevity risk |
1 |
|
marginal indemnity function |
1 |
|
market games |
1 |
|
maxmin expected utility |
1 |
|
mean conditional value-at-risk |
1 |
|
mean-deviation measures |
1 |
|
mean-variance optimization |
1 |
|
monotonicity |
1 |
|
mortality |
1 |
|
multiple policyholders |
1 |
|
multiple priors |
1 |
|
multiple reinsurers |
1 |
|
multiple risk environments |
1 |
|
nash bargaining |
1 |
|
nash equilibria |
1 |
|
nash equilibrium |
1 |
|
natural hedge potential |
1 |
|
no-trade |
1 |
|
non-cooperative bargaining |
1 |
|
non-cooperative game theory |
1 |
|
non-differentiability |
1 |
|
open-loop nash equilibrium |
1 |
|
optimal reinsurance contract |
1 |
|
optimal reinsurance design |
1 |
|
pareto efficiency |
1 |
|
pareto optimal insurance |
1 |
|
pareto optimal risk sharing |
1 |
|
pareto optimality |
1 |
|
pareto-optimality |
1 |
|
partial equilibrium |
1 |
|
pension funds |
1 |
|
premium constraint |
1 |
|
premium cycles |
1 |
|
premiums |
1 |
|
pricing kernel |
1 |
|
probability distortion |
1 |
|
proportional insurance |
1 |
|
proportional rule |
1 |
|
rank-dependent expected utility |
1 |
|
rank-dependent utilities |
1 |
|
recovery rules |
1 |
|
regulation |
1 |
|
reinsurance |
1 |
|
reinsurance bargaining |
1 |
|
representative reinsurer |
1 |
|
retirement expenditure |
1 |
|
risk capital allocation |
1 |
|
risk measure |
1 |
|
risk measures |
1 |
|
risk redistribution |
1 |
|
risk sharing |
1 |
|
risk-sharing games |
1 |
|
robust decision-making |
1 |
|
simplex |
1 |
|
simulation |
1 |
|
solvency capital requirement |
1 |
|
solvency ii |
1 |
|
solvency ratio |
1 |
|
solvency regulation |
1 |
|
spatial lag model |
1 |
|
stackelberg equilibria |
1 |
|
stochastic claims |
1 |
|
stop-loss indemnities |
1 |
|
strategically chosen risk aversion |
1 |
|
subgame perfect nash equilibria |
1 |
|
subjective probability |
1 |
|
tail value-at-risk |
1 |
|
text analysis |
1 |
|
vajda condition |
1 |
|
value-at-risk (var) |
1 |
|
τ-value |
1 |
