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

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2014.08.010
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+W2118166143
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@@ 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 subject to Vajda condition
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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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+Behavioral optimal insurance
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+Optimality of general reinsurance contracts under CTE risk measure
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+Optimal insurance in the presence of insurer's loss limit
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+Optimal reinsurance under the Haezendonck risk measure
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