Pages that link to "Item:Q2315813"
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The following pages link to A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813):
Displaying 15 items.
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Equilibria in a mixed financial-reinsurance market with constrained trading possibilities (Q1336888) (← links)
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Convergence Analysis of Solution Sets for Minty Vector Quasivariational Inequality Problems in Banach Spaces (Q4956886) (← links)
- Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Optimal reinsurance policy under a new distortion risk measure (Q6107604) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)