Pages that link to "Item:Q2151981"
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The following pages link to VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981):
Displaying 6 items.
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures (Q2252278) (← links)
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523) (← links)
- Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869) (← links)
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
- The optimal reinsurance strategy under conditional tail expectation (CTE) and Wang's premium principle (Q6483977) (← links)