Perspectives of Risk Sharing

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Optimal retention levels, given the joint survival of cedent and reinsurer (2004, background): “More recent papers in which (re)insurance problems are modelled as cooperative games with stochastic payoffs are due to Suijs et al. (1998) and Aase (2002).”
Risk Capital Allocation and Cooperative Pricing of Insurance Liabilities (2003, unknown): “Borch (1962), Bühlmann (1980), Aase (2002)), in the context of competitive equilibrium in exchange economies.”
Optimal Reinsurance Arrangements Under Tail Risk Measures (2009, background): “extensively by many authors such as Aase (2002) , Gollier (1987, 1996), Schlesinger (1997), Doherty and Schlesinger (1983, 1985), and has been successfully used to explain the incentive to insure and design the optimal insurance policies for risk averse insured.”
Optimal risk sharing under distorted probabilities (2008, background): “Other possible externalities are summarized in the survey articles of Gerber [18] and Aase [1].”
On comonotonicity of Pareto optimal risk sharing (2008, background): “The risk sharing problem (see Aase (2002) for a recent survey) consists in finding an optimal allocation Y∗ ∈ A(X), namely an allocation such that Y∗ is Pareto optimal, that is, no agent can be made strictly better off (in the sense of ρi-risk reduction) without another agent being made strictly wor”