Pages that link to "Item:Q2890524"
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The following pages link to Optimal reinsurance revisited point of view of cedent and reinsurer (Q2890524):
Displaying 17 items.
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
- Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
- Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- (Q3459403) (← links)
- OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (Q4563786) (← 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)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Bowley solution under the reinsurer's default risk (Q6199666) (← links)
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)