Pages that link to "Item:Q2442514"

The following pages link to Optimal reinsurance with general premium principles (Q2442514):

Displaying 50 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Convex ordering for insurance preferences (Q495510) (← links)
• Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
• Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• On the derivation of reinsurance premiums (Q1122921) (← links)
• Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
• Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
• Optimal risk allocation in reinsurance networks (Q1799630) (← 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)
• Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
• Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• Convex risk functionals: representation and applications (Q2292181) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
• Designing sound deposit insurances (Q2402397) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Optimal reinsurance under variance related premium principles (Q2445344) (← links)
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
• Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
• Analysis of risk measures for reinsurance layers (Q2499842) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
• Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
• Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (Q2866024) (← links)
• Exchangeability hypothesis and initial premium feasibility in \(XL\) reinsurance with reinstatements (Q2897011) (← links)
• Optimal reinsurances (Q3333940) (← links)
• Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
• CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
• Optimal reinsurance arrangements in the presence of two reinsurers (Q4576862) (← links)
• Optimal insurance and reinsurance policies chosen jointly in the individual risk model (Q4576964) (← links)
• Optimal insurance in the presence of reinsurance (Q4577192) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
• Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← 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)