Pages that link to "Item:Q2347098"
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The following pages link to On optimal reinsurance policy with distortion risk measures and premiums (Q2347098):
Displaying 13 items.
- A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi (Q5880021) (← 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)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Equilibria and efficiency in a reinsurance market (Q6193112) (← links)
- Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)
- Random distortion risk measures (Q6543148) (← links)
- Stackelberg equilibria with multiple policyholders (Q6543156) (← links)
- Robust insurance design with distortion risk measures (Q6565410) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Revisit optimal reinsurance under a new distortion risk measure (Q6579736) (← links)
- Optimal insurance with mean-deviation measures (Q6607480) (← links)