\begin{algorithm}[ht]
\floatname{algorithm}{Problem}
\caption{The reinsurer's time-selection problem}
Given any initial $(t,y,z)$, the reinsurer chooses a time $p(t;c)\in[t, T]\bigcup\{\infty\}$ at which his risk exposure increases by $\bar{y}-y$ and he obtains a premium of $(\bar{y}-y)\kappa\big(p(t;c)\big)$. His objective is to minimize $K\big(t,y,z,p(t;c)\big)$ over all choices of $p(t;c)$.
\end{algorithm}

\begin{algorithm}
[ht]
\floatname{algorithm}{Problem}
\caption{The reinsurer's time-selection problem}
Given any initial $(t,y,z)$, the reinsurer chooses a time $p(t;c)\in[t, T]\bigcup\{\infty\}$ at which his risk exposure increases by $\bar{y}-y$ and he obtains a premium of $(\bar{y}-y)\kappa\big(p(t;c)\big)$. His objective is to minimize $K\big(t,y,z,p(t;c)\big)$ over all choices of $p(t;c)$.
\end{algorithm}
{
    "title": "stackelberg reinsurance and premium decisions with mv criterion and   irreversibility",
    "id": "2402.11580",
    "abstract": "we study a reinsurance stackelberg game in which both the insurer and the reinsurer adopt the mean-variance (abbr. mv) criterion in their decision-making and the reinsurance is irreversible. we apply a unified singular control framework where irreversible reinsurance contracts can be signed in both discrete and continuous times. the results theoretically illustrate that, rather than continuous-time contracts or a bunch of discrete-time contracts, a single once-for-all reinsurance contract is preferred. moreover, the stackelberg game turns out to be centering on the signing time of the single contract. the insurer signs the contract if the premium rate is lower than a time-dependent threshold and the reinsurer designs a premium that triggers the signing of the contract at his preferred time. further, we find that reinsurance preference, discount and reversion have a decreasing dominance in the reinsurer's decision-making, which is not seen for the insurer.",
    "categories": "q-fin.mf",
    "doi": "",
    "created": "2024-02-18",
    "updated": "",
    "authors": [
        "zongxia liang",
        "xiaodong luo"
    ],
    "affiliation": [],
    "url": "https://arxiv.org/abs/2402.11580"
}
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