Pages that link to "Item:Q5938028"

The following pages link to Optimal reinsurance under mean-variance premium principles (Q5938028):

Displaying 50 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• Optimal risk transfers in insurance groups (Q362045) (← links)
• Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
• Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• The optimal insurance under disappointment theories (Q495453) (← 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)
• Proportional and excess-of-loss reinsurance under investment gains (Q606816) (← links)
• Optimal reinsurance under expected value principle (Q621878) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• Behavioral optimal insurance (Q654822) (← links)
• A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
• Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110) (← links)
• The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
• Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
• Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
• Optimal reinsurance under general risk measures (Q868316) (← links)
• Optimal reinsurance under the general mixture risk measures (Q870154) (← links)
• Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• On the derivation of reinsurance premiums (Q1122921) (← links)
• Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368) (← links)
• Indifference pricing of insurance contracts in a product space model (Q1424712) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
• Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Stochastic Pareto-optimal reinsurance policies (Q2015633) (← links)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
• An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
• Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
• Optimal risk-sharing across a network of insurance companies (Q2212158) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
• Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Optimal reinsurance with general premium principles (Q2442514) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
• Optimal reinsurance under variance related premium principles (Q2445344) (← links)