Pages that link to "Item:Q2374115"
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The following pages link to Optimal reinsurance under dynamic VaR constraint (Q2374115):
Displaying 25 items.
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
- Optimal investment-reinsurance policy for an insurance company with VaR constraint (Q661229) (← links)
- Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027) (← links)
- Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks (Q2010903) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- Explicit investment setting in a Kaldor macroeconomic model with macro shock (Q2206321) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Optimal reinsurance under variance related premium principles (Q2445344) (← links)
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
- Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints (Q2656996) (← links)
- Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Optimal Dynamic XL Reinsurance (Q4661680) (← links)
- (Q5091888) (← links)
- Robust reinsurance contracts with risk constraint (Q5117680) (← links)
- (Q5257615) (← links)
- Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640) (← links)
- Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle (Q6082446) (← links)
- Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time (Q6099493) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)
- The investment and reinsurance game of insurers and reinsurers with default risk under CEV model (Q6181238) (← links)