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q-fin.RM2025
Mean Field Analysis of Mutual Insurance Market
Bohan Li, Wenyuan Li, Kenneth Tsz Hin Ng +1
A mutual insurance company (MIC) is a type of consumer cooperative owned by its policyholders. By purchasing insurance from an MIC, policyholders effectively become member-owners o…
q-fin.RM2025
Risk-minimizing reinsurance with adverse selection
Ka Chun Cheung, Sheung Chi Phillip Yam, Fei Lung Yuen +1
This paper provides a comprehensive characterization of optimal reinsurance mechanisms under adverse selection when a monopolistic reinsurer faces a continuum of insurers with mult…