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

@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6633919
@@ Property / zbMATH DE Number: 6633919 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal reinsurance
@@ Property / zbMATH Keywords: optimal reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+value-at-risk (VaR)
@@ Property / zbMATH Keywords: value-at-risk (VaR) / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail value-at-risk (TVaR)
@@ Property / zbMATH Keywords: tail value-at-risk (TVaR) / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk limit
@@ Property / zbMATH Keywords: risk limit / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+two-layer reinsurance
@@ Property / zbMATH Keywords: two-layer reinsurance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+expectation premium principle
@@ Property / zbMATH Keywords: expectation premium principle / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2016.03.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2299833805
@@ Property / OpenAlex ID: W2299833805 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance Revisited – A Geometric Approach
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under general law-invariant risk measures
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
+Normal rank
@@ Property / cites work @@
+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Insurer's optimal reinsurance strategies
@@ Property / cites work: Insurer's optimal reinsurance strategies / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance for Variance Related Premium Calculation Principles
+Normal rank
@@ Property / cites work @@
+Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under mean-variance premium principles
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under convex principles of premium calculation
+Normal rank
@@ Property / cites work @@
+Unifying framework for optimal insurance
@@ Property / cites work: Unifying framework for optimal insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Optimality of general reinsurance contracts under CTE risk measure
+Normal rank
@@ Property / cites work @@
+Optimal insurance under Wang's premium principle.
@@ Property / cites work: Optimal insurance under Wang's premium principle. / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance under the insurer's risk constraint
+Normal rank
@@ Property / cites work @@
+Optimal insurance in the presence of insurer's loss limit
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@@ links / mardi / name / links / mardi / name @@
+Publication:320272