Pages that link to "Item:Q1824976"
From MaRDI portal
The following pages link to Optimal reinsurance in relation to ordering of risks (Q1824976):
Displaying 37 items.
- The safest dependence structure among risks. (Q1962812) (← links)
- On \(s\)-convex stochastic extrema for arithmetic risks (Q1962824) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
- Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Optimal reinsurance with positively dependent risks (Q2427807) (← links)
- Optimal insurance under multiple sources of risk with positive dependence (Q2445360) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- Ordering of risks under PH-transforms (Q2563879) (← links)
- Case study on the optimality of reinsurance contracts (Q2801431) (← links)
- Optimal stop-loss reinsurance: a dependence analysis (Q2818363) (← links)
- Optimal reinsurance with risks positively dependent through the stochastic ordering (Q2927152) (← links)
- Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
- On Quasi-mean value principles (Q4367909) (← links)
- Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory (Q4512140) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
- ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY (Q4629480) (← links)
- Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis (Q4641656) (← links)
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
- Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
- Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios (Q5160212) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- ON WEIGHTED <i>K</i>-OUT-OF-<i>N</i> SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES (Q5358093) (← links)
- Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
- Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
- Characterization of higher-degree dispersion, right spread and stop-loss transform orders (Q5422803) (← links)
- Non-exponential bounds for stop-loss premiums and ruin probabilities (Q5430553) (← links)
- Ruin Probabilities in the Compound Markov Binomial Model (Q5467678) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
- Optimal risk management with reinsurance and its counterparty risk hedging (Q6152697) (← links)
- Stochastic comparison on active redundancy allocation to <i>K</i>-out-of-<i>N</i> systems with statistically dependent component and redundancy lifetimes (Q6198064) (← links)
- Optimal insurance design under asymmetric Nash bargaining (Q6665600) (← links)