Pages that link to "Item:Q4959370"
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The following pages link to Bowley reinsurance with asymmetric information on the insurer's risk preferences (Q4959370):
Displaying 12 items.
- Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- Bowley reinsurance with asymmetric information: a first-best solution (Q5106337) (← links)
- OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Bowley solution under the reinsurer's default risk (Q6199666) (← links)
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
- Increasing convex order of capital allocation with dependent assets under threshold model (Q6572911) (← links)
- Bowley Insurance with Expected Utility Maximization of the Policyholders (Q6583014) (← links)
- Life reinsurance under perfect and asymmetric information (Q6609073) (← links)
- Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (Q6668696) (← links)