Pages that link to "Item:Q938052"
From MaRDI portal
The following pages link to Optimal reinsurance under VaR and CTE risk measures (Q938052):
Displaying 29 items.
- OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
- Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications (Q5139906) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← 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)
- Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
- VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
- OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (Q5410252) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai (Q5880020) (← links)
- Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Optimal reinsurance policy under a new distortion risk measure (Q6107604) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Optimal risk management with reinsurance and its counterparty risk hedging (Q6152697) (← links)
- Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
- (Q6200370) (← links)
- The Pareto-optimal stop-loss reinsurance (Q6483672) (← links)
- The optimal reinsurance strategy under conditional tail expectation (CTE) and Wang's premium principle (Q6483977) (← links)
- Stackelberg equilibria with multiple policyholders (Q6543156) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles (Q6549213) (← links)
- Optimal insurance with counterparty and additive background risk (Q6556607) (← links)
- Revisit optimal reinsurance under a new distortion risk measure (Q6579736) (← links)
- Optimal insurance with mean-deviation measures (Q6607480) (← links)
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (Q6668696) (← links)