On optimal reinsurance policy with distortion risk measures and premiums (Q2347098): Difference between revisions

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+.2950
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+Properties of distortion 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 general law-invariant risk measures
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+Optimal reinsurance with general premium principles
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+Robustness and sensitivity analysis of risk measurement procedures
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+Optimal reinsurance under mean-variance premium principles
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+Q4552656
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+Q4340161
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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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+A new characterization of distortion premiums via countable additivity for comonotonic risks
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+Optimal insurance under Wang's premium principle.
@@ Property / cites work: Optimal insurance under Wang's premium principle. / rank @@
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