Pages that link to "Item:Q2890523"

The following pages link to Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523):

Displaying 50 items.

• 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)
• 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 quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
• Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
• Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← 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)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
• Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures (Q2252278) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
• Continuous-time optimal reinsurance strategy with nontrivial curved structures (Q2286107) (← links)
• Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611) (← links)
• Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
• Optimal reinsurance with general premium principles (Q2442514) (← links)
• Optimal reinsurance under variance related premium principles (Q2445344) (← links)
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
• Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
• Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
• Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)