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

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+https://doi.org/10.1016/j.insmatheco.2011.03.002
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+W2055274927
@@ Property / OpenAlex ID: W2055274927 / rank @@
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@@ Property / cites work @@
+Optimal insurance and generalized deductibles
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+Coherent Measures of Risk
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+Optimal reinsurance with general risk measures
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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+Optimal reinsurance under VaR and CTE risk measures
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+Insurer's optimal reinsurance strategies
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+Optimal reinsurance under mean-variance premium principles
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+Optimal insurance under the insurer's risk constraint
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+Optimal insurance in the presence of insurer's loss limit
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