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

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+Coherent Measures of Risk
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+Optimal reinsurance with general risk measures
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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 Revisited – A Geometric Approach
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Stochastic finance. An introduction in discrete time
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+Optimal reinsurance under general risk measures
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+Optimal reinsurance under mean-variance premium principles
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+Optimal reinsurance under convex principles of premium calculation
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+Q4230625
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+Stochastic orders
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+VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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+Optimality of general reinsurance contracts under CTE risk measure
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+The Dutch premium principle
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+Axiomatic characterization of insurance prices
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+Optimal insurance under Wang's premium principle.
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