Optimal reinsurance under general risk measures (Q868316): Difference between revisions

@@ Property / author @@
+Lestaw Gajek
@@ Property / author: Lestaw Gajek / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2003.12.002
+Normal rank
@@ Property / OpenAlex ID @@
+W1970743206
@@ Property / OpenAlex ID: W1970743206 / rank @@
+Normal rank
@@ Property / cites work @@
+Set-valued analysis
@@ Property / cites work: Set-valued analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
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@@ Property / cites work @@
+Insurer's optimal reinsurance strategies
@@ Property / cites work: Insurer's optimal reinsurance strategies / rank @@
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@@ Property / cites work @@
+Optimal reinsurance under mean-variance premium principles
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@@ Property / cites work @@
+Q3994363
@@ Property / cites work: Q3994363 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurances
@@ Property / cites work: Optimal reinsurances / rank @@
+Normal rank
@@ Property / cites work @@
+An Actuarial Index of the Right-Tail Risk
@@ Property / cites work: An Actuarial Index of the Right-Tail Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance under Wang's premium principle.
@@ Property / cites work: Optimal insurance under Wang's premium principle. / rank @@
+Normal rank
@@ Property / cites work @@
+An optimality of change loss type strategy
@@ Property / cites work: An optimality of change loss type strategy / rank @@
+Normal rank