Pages that link to "Item:Q938052"
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The following pages link to Optimal reinsurance under VaR and CTE risk measures (Q938052):
Displaying 50 items.
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models (Q2360965) (← links)
- A pair of optimal reinsurance-investment strategies in the two-sided exit framework (Q2374121) (← links)
- Designing sound deposit insurances (Q2402397) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Optimal reinsurance with general premium principles (Q2442514) (← links)
- Optimal reinsurance under variance related premium principles (Q2445344) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
- Optimal investment-reinsurance with dynamic risk constraint and regime switching (Q2868609) (← links)
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523) (← links)
- Optimal reinsurance revisited point of view of cedent and reinsurer (Q2890524) (← links)
- Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
- Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (Q3632830) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
- A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
- Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
- CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- Optimal reinsurance arrangements in the presence of two reinsurers (Q4576862) (← links)
- Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196) (← links)
- Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
- Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
