Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2016.03.001
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+W2299833805
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@@ Property / cites work @@
+Optimal reinsurance with general 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 LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+On convex principles of premium calculation
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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 policy: The adjustment coefficient and the expected utility criteria
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+Optimal Reinsurance for Variance Related Premium Calculation Principles
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+Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
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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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+Unifying framework for optimal insurance
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+Optimality of general reinsurance contracts under CTE risk measure
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+Optimal insurance under Wang's premium principle.
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+Optimal insurance under the insurer's risk constraint
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+Optimal insurance in the presence of insurer's loss limit
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