The following pages link to Utility Functions (Q5718303):
Displayed 43 items.
- Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator (Q322594) (← links)
- Redistribution of longevity risk: the effect of heterogeneous mortality beliefs (Q506085) (← links)
- Mortality risk modeling: applications to insurance securitization (Q659218) (← links)
- A benchmarking approach to optimal asset allocation for insurers and pension funds (Q659228) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Demand and adverse selection in a pooled annuity fund (Q849597) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Pricing general insurance with constraints (Q995515) (← links)
- Risk measures and insurance premium principles. (Q1413286) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Inventory centralization with risk-averse newsvendors (Q1622045) (← links)
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs (Q1735045) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- The economics of sharing macro-longevity risk (Q2038269) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- Optimal R\&D investment strategy of pollution abatement and incentive mechanism design under asymmetric information (Q2236211) (← links)
- Ex-ante estate division under strong Pareto efficiency (Q2243506) (← links)
- Pareto-optimal insurance policies: the case of normal summary risk (Q2255587) (← links)
- Selecting stochastic mortality models for the Italian population (Q2343099) (← links)
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules (Q2402823) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Pareto-optimal reinsurance under individual risk constraints (Q2682992) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) (Q3385440) (← links)
- Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle" (Q3385441) (← links)
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
- A constraint-free approach to optimal reinsurance (Q4562060) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- Optimal Management of an Insurer’s Exposure in a Competitive General Insurance Market (Q5029057) (← links)
- Pricing Weather Derivatives Using the Indifference Pricing Approach (Q5029070) (← links)
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility (Q5042790) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility (Q5715905) (← links)
- Investing for Retirement (Q5718087) (← links)
- Pricing Funeral (Burial) Insurance in a Microinsurance World with Emphasis on Africa (Q5742635) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- Pricing optimization and competition under the linear nested stochastic choice model (Q6053066) (← links)
- Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)