Stable solutions for optimal reinsurance problems involving risk measures (Q635196): Difference between revisions

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-Alejandro Balbas
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+Alejandro Balbas
@@ Property / author: Alejandro Balbas / rank @@
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+MaRDI publication profile
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+W2092698606
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
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+Extending pricing rules with general risk functions
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+The optimal portfolio problem with coherent risk measure constraints.
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+Consistent risk measures for portfolio vectors
@@ Property / cites work: Consistent risk measures for portfolio vectors / rank @@
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
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+Optimal reinsurance
@@ Property / cites work: Optimal reinsurance / rank @@
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+Weighted V\@R and its properties
@@ Property / cites work: Weighted V\@R and its properties / rank @@
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+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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@@ Property / cites work @@
+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
+Normal rank
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+Some new classes of consistent risk measures
@@ Property / cites work: Some new classes of consistent risk measures / rank @@
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+Optimal reinsurance under convex principles of premium calculation
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@@ Property / cites work @@
+Optimization of a long-short portfolio under nonconvex transaction cost
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@@ Property / cites work @@
+Q5566063
@@ Property / cites work: Q5566063 / rank @@
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+Conditional value at risk and related linear programming models for portfolio optimization
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+Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
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+Efficient hedging with coherent risk measure
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Generalized deviations in risk analysis
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+Q5787677
@@ Property / cites work: Q5787677 / rank @@
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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