Risk Transfer Optimization is a strategic framework in catastrophe reinsurance that systematically identifies, models, and implements optimal mechanisms for transferring risk from primary insurers to reinsurers, distinguished by its integration of financial, actuarial, and regulatory considerations to maximize risk-bearing efficiency under constraints.
14
Publications
712
Citations
30
Authors
18
Institutions
Publications per year
2017–2026
2
Parents
Publications
14
Inf-convolution of risk measures and optimal risk transfer
Pauline Barrieu, Nicole El Karoui · Finance and Stochastics · 2005 · 309 citations · Full text
Business, Finance, Risk Management +14
OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION
Damir Filipović, Michael Kupper · Mathematical Finance · 2007 · 61 citations · Full text
1–5 of 14
Authors
30
- AV
4
h-index
- AB
3
h-index
- NE
1
h-index
- RX
1
h-index
- ZL
1
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1–5 of 30
Institutions
18
City, University of London
London, United Kingdom
4 h-index
7 publications
231 citations
University of Calgary
Calgary, Canada
3 h-index
3 publications
135 citations
RAND Corporation
Santa Monica, United States
1 h-index
1 publications
70 citations
London School of Business and Management
London, United Kingdom
1 h-index
1 publications
12 citations
Guangdong University of Foreign Studies
Guangzhou, China
1 h-index
2 publications
32 citations
Fudan University
Shanghai, China
1 h-index
2 publications
42 citations
University of Southern California
Los Angeles, United States
1 h-index
1 publications
70 citations
University of Bath
Bath, United Kingdom
1 h-index
1 publications
12 citations
1–8 of 18
Venues
- Insurance Mathematics and Economics
2 publications · 85 citations
2
h-index
- International Journal of Control
2 publications · 31 citations
2
h-index
- North American Actuarial Journal
NAAJ · 1 publications · 12 citations
1
h-index
- European Actuarial Journal
1 publications · 50 citations
1
h-index
- Journal of Risk & Insurance
1 publications · 70 citations
1
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1–5