Pages that link to "Item:Q3569712"
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The following pages link to Optimal Reinsurance Revisited – A Geometric Approach (Q3569712):
Displayed 50 items.
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← 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)
- The optimal insurance under disappointment theories (Q495453) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← 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)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Optimal insurance design under background risk with dependence (Q1641137) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← 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 reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611) (← links)
- A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Designing sound deposit insurances (Q2402397) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← 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)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Pareto-optimal reinsurance under individual risk constraints (Q2682992) (← links)
- Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997) (← links)
- Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869) (← links)
- THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)