Pages that link to "Item:Q868316"
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The following pages link to Optimal reinsurance under general risk measures (Q868316):
Displaying 50 items.
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Optimal reinsurance with multiple tranches (Q306745) (← links)
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← 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 reinsurance under expected value principle (Q621878) (← links)
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Optimal reinsurance under the general mixture risk measures (Q870154) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Optimal insurance under the insurer's risk constraint (Q931186) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Extensions of Ohlin's lemma with applications to optimal reinsurance structures (Q1318554) (← links)
- Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Stochastic orders in dynamic reinsurance markets (Q1776014) (← links)
- Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
- Optimal reinsurance in relation to ordering of risks (Q1824976) (← links)
- Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Optimal reinsurance with general premium principles (Q2442514) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- On the optimal reinsurance problem (Q2866792) (← links)
- (Q3131138) (← links)
- Optimal reinsurances (Q3333940) (← links)
- Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (Q3352343) (← links)
- Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
- Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
- Optimal reinsurance with expectile (Q4575369) (← links)
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)