The following pages link to Reinsurance (Q4589363):
Displaying 50 items.
- Matching tower information with piecewise Pareto (Q66265) (← links)
- Ruin theory with excess of loss reinsurance and reinstatements (Q548371) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Evolutionary credibility risk premium (Q784440) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (Q1681087) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Transitory mortality jump modeling with renewal process and its impact on pricing of catastrophic bonds (Q1987428) (← links)
- On the usefulness of the logarithmic skew normal distribution for describing claims size data (Q2004090) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Insurance with heterogeneous preferences (Q2092781) (← links)
- More for less insurance model: an alternative to (re)insurance (Q2096393) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- Premium rating without losses (Q2157226) (← links)
- Efficient evaluation of alternative reinsurance strategies using control variates (Q2157233) (← links)
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications (Q2158510) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- The single server queue with mixing dependencies (Q2176354) (← links)
- Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims (Q2179972) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- Analysis of risk measures for reinsurance layers (Q2499842) (← links)
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
- Reinsurance of large claims (Q2571225) (← links)
- Extreme value estimation of the conditional risk premium in reinsurance (Q2656989) (← links)
- A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
- Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
- Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Extreme-value based estimation of the conditional tail moment with application to reinsurance rating (Q2682980) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements * (Q3298459) (← links)
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
- A constraint-free approach to optimal reinsurance (Q4562060) (← links)
- Introducing the non-homogeneous compound-birth process (Q5086517) (← links)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
