Optimal reinsurance under general law-invariant risk measures (Q4576840): Difference between revisions

@@ Property / author @@
-Siu Pang Yung
@@ Property / author: Siu Pang Yung / rank @@
-Normal rank
@@ Property / author @@
+Siu Pang Yung
@@ Property / author: Siu Pang Yung / 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/10.1080/03461238.2011.636880
+Normal rank
@@ Property / OpenAlex ID @@
+W2091213282
@@ Property / OpenAlex ID: W2091213282 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / 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 @@
+Q4451073
@@ Property / cites work: Q4451073 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance and stop-loss order
@@ Property / cites work: Optimal reinsurance and stop-loss order / rank @@
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q3526970
@@ Property / cites work: Q3526970 / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto Equilibria with coherent measures of risk
@@ Property / cites work: Pareto Equilibria with coherent measures of risk / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+Mean-Variance Optimal Reinsurance Arrangements
@@ Property / cites work: Mean-Variance Optimal Reinsurance Arrangements / rank @@
+Normal rank
@@ Property / cites work @@
+An extension of Arrow's result on optimality of a stop loss contract
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under convex principles of premium calculation
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
+Normal rank
@@ Property / cites work @@
+Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
+Normal rank
@@ Property / cites work @@
+An overview of representation theorems for static risk measures
+Normal rank
@@ Property / cites work @@
+Behavioral optimal insurance
@@ Property / cites work: Behavioral optimal insurance / rank @@
+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
@@ links / mardi / name / links / mardi / name @@
+Publication:4576840