Pages that link to "Item:Q2445344"
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The following pages link to Optimal reinsurance under variance related premium principles (Q2445344):
Displaying 50 items.
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Optimal insurance risk control with multiple reinsurers (Q289286) (← links)
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
- VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- On the derivation of reinsurance premiums (Q1122921) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Risk sharing with multiple indemnity environments (Q2239902) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
- Optimal reinsurance with general premium principles (Q2442514) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- Analysis of risk measures for reinsurance layers (Q2499842) (← links)
- Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← 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)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability (Q2866024) (← links)
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523) (← links)
- Optimal reinsurance revisited point of view of cedent and reinsurer (Q2890524) (← links)
- The credibility premiums based on estimated moment-generating function (Q2979584) (← links)
- Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (Q3352343) (← links)
- (Q3651034) (← links)
- Optimal proportional reinsurance from the point of view of cedent and reinsurer (Q4575471) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- (Q4791430) (← links)
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility (Q5042790) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
- Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
- Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
- OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (Q5410252) (← links)
- (Q5469820) (← links)
- STOCHASTIC DIFFERENTIAL GAMES BETWEEN TWO INSURERS WITH GENERALIZED MEAN-VARIANCE PREMIUM PRINCIPLE (Q5745199) (← links)
- MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Stochastic differential reinsurance and investment games with delay under VaR constraints⋆ (Q6118259) (← links)
- Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle (Q6534727) (← links)