Mean-Variance Optimal Reinsurance Arrangements

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Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (2013, unknown): “For Wang’s premium principle, the solutions of optimization problems (18) and (19) have the same forms as in Theorem 2.”
Optimal proportional reinsurance with common shock dependence (2015, background): “…Browne (1995), Schmidli (2001, 2002), Promislow and Young (2005), and Bai et al. (2013) derive optimal strategies that minimize ruin probability; Kaluszka (2001, 2004) examine the optimal reinsurance problem under various mean-variance premium principles; Centeno (1986, 2002), Hald and Schmidli…”
Optimal reinsurance under VaR and CTE risk measures (2008, background): “In a series of published papers, Kaluszka (2001, 2004a, 2004b, 2005) also makes important contributions to the optimal reinsurance models.”
Optimal dynamic reinsurance with dependent risks: variance premium principle (2016, background): “Kaluszka (2001, 2004) study the optimal reinsurance problem under various mean-variance premium principles of the reinsurer.”