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

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+Coherent Measures of Risk
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+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
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+Normal rank
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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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+Optimal reinsurance
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+Weighted V\@R and its properties
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+On convex principles of premium calculation
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Optimal reinsurance under general risk measures
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+Normal rank
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+Some new classes of consistent risk measures
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+Normal rank
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+Optimal reinsurance under convex principles of premium calculation
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+Optimization of a long-short portfolio under nonconvex transaction cost
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+Q5566063
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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
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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