Pages that link to "Item:Q2921869"

The following pages link to Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869):

Displaying 13 items.

• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures (Q2252278) (← links)
• Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
• OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH (Q5410252) (← links)
• The optimal reinsurance strategy under conditional tail expectation (CTE) and Wang's premium principle (Q6483977) (← links)