Optimal reinsurance with general premium principles (Q2442514): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2012.12.001
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+W3122641171
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
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+Stable solutions for optimal reinsurance problems involving 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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+Optimal reinsurance under general risk measures
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+The Dutch premium principle
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+Q4833240
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+Publication:2442514