Pages that link to "Item:Q5029086"
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The following pages link to VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086):
Displaying 36 items.
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Optimal reinsurance with general premium principles (Q2442514) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← 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)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- Case study on the optimality of reinsurance contracts (Q2801431) (← links)
- Optimal reinsurance revisited point of view of cedent and reinsurer (Q2890524) (← links)
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (Q3632830) (← links)
- CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
- Optimal reinsurance arrangements in the presence of two reinsurers (Q4576862) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← 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)
- Reinsurance contract design with adverse selection (Q5242230) (← links)
- Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
- Discussion on “Empirical Approach for Optimal Reinsurance Design,” by Ken Seng Tan and Chengguo Weng, Volume 18(2) (Q5379144) (← 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)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- The Pareto-optimal stop-loss reinsurance (Q6483672) (← links)
- Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles (Q6549213) (← links)
- A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)