Pages that link to "Item:Q5490596"
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The following pages link to Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596):
Displayed 12 items.
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- Optimal lower barrier on modified surplus process (Q5106869) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)