“...This paper studies a risk measure inherited from ruin theory and investigates some of its properties. Specifically, we consider a value-at-risk (VaR)-type risk...”

“...We examine how risk-sharing is impacted by asymmetric information on the probability distribution of wealth. We define the optimal incentive compatible...”

“...We extend the classical analysis on optimal insurance design to the case when the insurer implements regulatory requirements (Value-at-Risk). Presumably,...”

“...We consider an oligopoly market where firms offer insurance coverage against a risk characterised by aggregate uncertainty. Firms behave as if they were risk...”

“...We describe a numerical procedure to obtain bounds on the distribution function of a sum of n dependent risks having fixed marginals. With respect to the...”

“...This paper studies a principal-agent insurance brokerage problem with a riskaverse principal (an insured) and a risk-neutral agent (a broker). The concept of...”

“...Theories of adverse selection and moral hazard predict the occurrence of the risk and the coverage of the insurance should be positively correlated, whereas...”

“...This article analyses weather risk hedging efficiency in three European countries using weather derivatives traded at Chicago Mercantile Exchange (CME) and...”

“...We consider optimal portfolio insurance for a mutually owned with-profits pension fund. First, intergenerational fairness is imposed by requiring that the...”