Pages that link to "Item:Q2252278"
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The following pages link to Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures (Q2252278):
Displaying 12 items.
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital (Q2290401) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869) (← links)
- Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
- The optimal reinsurance strategy under conditional tail expectation (CTE) and Wang's premium principle (Q6483977) (← links)
