Reference health
Risk Sharing & Pricing in the Reinsurance Market
54/54 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
17 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 54 checked references that resolve
resolves10.1007/s10713-006-9463-0
Optimal insurance contracts without the non-negativity constraint on indemnities: revisited
resolves10.1080/10920277.2009.10597556
Pricing Weather Derivatives Using the Indifference Pricing Approach
resolves10.2143/ast.37.1.2020800
Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
resolves10.1007/s00199-002-0281-z
Pareto efficient insurance contracts when the insurer's cost function is discontinuous
resolves10.1111/j.1539-6975.2006.00196.x
<scp>Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization</scp>
resolves10.1016/s0378-4266(01)00234-5
Can insurers pay for the “big one”? Measuring the capacity of the insurance market to respond to catastrophic losses
resolves10.1111/j.1539-6975.2009.01311.x
<scp>Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk‐Transfer Solutions</scp>
resolves10.1007/s00780-008-0069-5
Optimal capital and risk allocations for law- and cash-invariant convex functions
resolves10.1111/j.1539-6975.2007.00213.x
<scp>Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers</scp>
resolves10.1016/j.jbankfin.2007.09.008
On the pricing of intermediated risks: Theory and application to catastrophe reinsurance
resolves10.1111/j.1540-6261.1993.tb05123.x
Risk Management: Coordinating Corporate Investment and Financing Policies
resolves10.1016/s0304-405x(97)00037-8
Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach
resolves10.1111/j.0022-4367.2004.00097.x
<scp>Reinsurance Arrangements Maximizing Insurer's Survival Probability</scp>
resolves10.1111/j.1539-6975.2006.00173.x
<scp>The Liquidity Demand for Corporate Property Insurance</scp>
resolves10.1111/j.1467-9965.2007.00332.x
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
resolves10.1111/j.1539-6975.2005.00122.x
<scp>Securitization of Mortality Risks in Life Annuities</scp>
resolves10.1111/j.0013-0427.2004.00393.x
Implications of Incomplete Performance for Optimal Insurance
resolves10.1111/1468-2354.00095
On the Design of Optimal Insurance Policies Under Manipulation of Audit Cost
The 17 references without a DOI — listed, not checked
no DOI — not checkedUncertainty and the Welfare Economics of Medical Care
no DOI — not checkedOptimal Insurance Policies When Insurers Implement Risk Management Metrics
no DOI — not checkedEquilibrium in a Reinsurance Market
no DOI — not checkedAversion pour le risque croissante avec la richesse initiale al�atoire
no DOI — not checkedref19
no DOI — not checkedOptimal Insurance with Divergent Beliefs about Insurer Total Default Risk
no DOI — not checkedref26
no DOI — not checkedFinancial Innovations in the Management of Catastrophic Risk
no DOI — not checkedThe Design of Optimal Insurance Contracts Without the Nonnegativity Constraints on Claims
no DOI — not checkedref43
no DOI — not checkedref44
no DOI — not checkedOptimal Replication of Contingent Claims under Transaction Costs
no DOI — not checkedAmbiguity and Insurance Decisions
no DOI — not checkedref49
no DOI — not checkedDisaster Insurance Policy for the 21st Century
no DOI — not checkedref66
no DOI — not checkedA Class of Distortion Operators for Pricing Financial and Insurance Risks
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