Optimality of general reinsurance contracts under CTE risk measure (Q634001): Difference between revisions

@@ Property / describes a project that uses @@
+QRM
@@ Property / describes a project that uses: QRM / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.03.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2055274927
@@ Property / OpenAlex ID: W2055274927 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance and generalized deductibles
@@ Property / cites work: Optimal insurance and generalized deductibles / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5734851
@@ Property / cites work: Q5734851 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
@@ Property / cites work @@
+Pareto efficient insurance contracts when the insurer's cost function is discontinuous
+Normal rank
@@ Property / cites work @@
+Rearrangement inequalities in non-convex insurance models
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with background risk
@@ Property / cites work: Optimal risk sharing with background risk / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Insurer's optimal reinsurance strategies
@@ Property / cites work: Insurer's optimal reinsurance strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under mean-variance premium principles
+Normal rank
@@ Property / cites work @@
+An extension of Arrow's result on optimality of a stop loss contract
+Normal rank
@@ Property / cites work @@
+Mean-Variance Optimal Reinsurance Arrangements
@@ Property / cites work: Mean-Variance Optimal Reinsurance Arrangements / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under convex principles of premium calculation
+Normal rank
@@ Property / cites work @@
+Tail Conditional Expectations for Elliptical Distributions
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Unifying framework for optimal insurance
@@ Property / cites work: Unifying framework for optimal insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Q5310532
@@ Property / cites work: Q5310532 / rank @@
+Normal rank
@@ Property / cites work @@
+A synthesis of risk measures for capital adequacy
@@ Property / cites work: A synthesis of risk measures for capital adequacy / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance under the insurer's risk constraint
+Normal rank
@@ Property / cites work @@
+Optimal insurance in the presence of insurer's loss limit
+Normal rank