Pages that link to "Item:Q1683105"
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The following pages link to Robust and Pareto optimality of insurance contracts (Q1683105):
Displaying 35 items.
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Multiobjective optimization, scalarization, and maximal elements of preorders (Q1667598) (← links)
- Incorporating model uncertainty into optimal insurance contract design (Q1681190) (← links)
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs (Q1735045) (← links)
- Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness (Q2116886) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
- Optimal insurance contract specification in the upstream sector of the oil and gas industry (Q2239920) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Optimal insurance under maxmin expected utility (Q2697500) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
- (Q5091888) (← links)
- OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Actuarial pricing with financial methods (Q6156013) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- Optimal insurance with counterparty and additive background risk (Q6556607) (← links)
- Robust insurance design with distortion risk measures (Q6565410) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
- V@R representation theorems in ambiguous frameworks (Q6574568) (← links)