Optimal risk transfers in insurance groups (Q362045): Difference between revisions

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+W3122195949
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+Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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+Coherent Measures of Risk
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+Optimal reinsurance under VaR and CTE risk measures
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+Pareto efficient insurance contracts when the insurer's cost function is discontinuous
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+The optimal reinsurance strategy -- the individual claim case
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+Optimal Reinsurance Revisited – A Geometric Approach
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+Q4586566
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+A note on generalized inverses
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+OPTIMAL NUMERAIRES FOR RISK MEASURES
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+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
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+Optimal Reinsurance for Variance Related Premium Calculation Principles
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+Optimal reinsurance in relation to ordering of risks
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+Optimal Dynamic XL Reinsurance
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+Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
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+Optimal reinsurance under mean-variance premium principles
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+Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models
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+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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+Optimal risk sharing under distorted probabilities
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+Optimal Proportional Reinsurance Policies in a Dynamic Setting
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+On minimizing the ruin probability by investment and reinsurance
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+Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
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+Market-consistent actuarial valuation
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+Optimal insurance under Wang's premium principle.
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