Pages that link to "Item:Q1962820"
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The following pages link to Optimal insurance under Wang's premium principle. (Q1962820):
Displaying 40 items.
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Minimax pricing and Choquet pricing (Q2499830) (← links)
- Maximization of sensitivity of the PH-premium for families of Pareto distributed risks (Q2513157) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Optimal health insurance with constraints under utility of health, wealth and income (Q2673376) (← links)
- Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
- Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
- A constraint-free approach to optimal reinsurance (Q4562060) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- Optimal reinsurance with expectile (Q4575369) (← 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 under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
- Optimal insurance in the presence of reinsurance (Q4577192) (← links)
- A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196) (← links)
- OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES (Q4691246) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
- How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
- Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
- Reinsurance contract design with adverse selection (Q5242230) (← links)
- Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
- Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
- Arrow's Theorem of the Deductible with Heterogeneous Beliefs (Q5379205) (← links)
- Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Optimal reinsurance under mean-variance premium principles (Q5938028) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Optimal insurance design under asymmetric Nash bargaining (Q6665600) (← links)
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (Q6668696) (← links)