Optimal reinsurance with premium constraint under distortion risk measures (Q2514611): Difference between revisions

@@ Property / author @@
+YanTing Zheng
@@ Property / author: YanTing Zheng / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2014.08.010
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@@ Property / OpenAlex ID @@
+W2118166143
@@ Property / OpenAlex ID: W2118166143 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with general risk measures
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+Optimal reinsurance under VaR and CTE risk measures
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Non-additive measure and integral
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+Risk Measures and Comonotonicity: A Review
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+Insurer's optimal reinsurance strategies
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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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+Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
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+Unifying framework for optimal insurance
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