arXiv (All)
open access
Dynamic reinsurance via martingale transport
We formulate a dynamic reinsurance problem in which the insurer seeks to satisfy prescribed terminal moment or risk-based constraints while minimizing the $L^2$-norm of the ceded risk. As a tool for this analysis, we first use techniques from martingale optimal transport to study the auxiliary probl
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- On the Coefficient of Variation as a Criterion for Decision under Risk#492337
- 42 U.S.C. § 4057 — Alternative loss allocation system for indeterminate claims#592370
- A well-defined local continuum damage model with softening via convexification and entropic regularization#4786
- Contingent Exposure Routing for Financial AI: Outage Risk and the Cost of Indivisible Decisions#1154862
- Revisiting transportation problems under Monge costs with applications to the Discrete Ordered Median Problem#1156280
Record · ID 1049742
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive