Pages that link to "Item:Q5410252"
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The following pages link to OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (Q5410252):
Displaying 12 items.
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
- Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- Optimal insurance design under background risk with dependence (Q1641137) (← links)
- Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
- Optimal insurance and reinsurance policies chosen jointly in the individual risk model (Q4576964) (← links)
- ON THE OPTIMALITY OF A STRAIGHT DEDUCTIBLE UNDER BELIEF HETEROGENEITY (Q4629480) (← 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)