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math.OC2026
To report or not to report: Optimal claim reporting in a bonus-malus system
Lea Enzi, Stefan Thonhauser
We study an optimal claim reporting problem in a bonus-malus setting. We assume, that the insurance contract consists of two regimes, where reporting a claim leads to a transition…
math.OC2025
Optimal reinsurance in a competitive market
Lea Enzi, Stefan Thonhauser
We study a stochastic differential game in a ruin theoretic environment. In our setting two insurers compete for market share, which is represented by a joint performance functiona…