Pages that link to "Item:Q3632866"
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The following pages link to Optimal Pricing of a Heterogeneous Portfolio for a Given Risk Level (Q3632866):
Displaying 21 items.
- The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038) (← links)
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- On the robust stability of pricing models for non-life insurance products (Q487585) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- Optimal capital allocation based on the tail mean-variance model (Q2015620) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- Optimal capital allocation in a hierarchical corporate structure (Q2513455) (← links)
- Optimal capital allocation for individual risk model using a mean-variance principle (Q2691447) (← links)
- Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (Q2931167) (← links)
- Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios (Q3077743) (← links)
- Optimal Bundling Strategies Under Heavy-Tailed Valuations (Q3117325) (← links)
- Determining and Allocating Diversification Benefits for a Portfolio of Risks (Q3569714) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Multistage risk premiums in portfolio optimization (Q4637444) (← links)
- Pricing a Heterogeneous Portfolio Based on a Demand Function (Q5022524) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Holistic principle for risk aggregation and capital allocation (Q6148774) (← links)