Optimal reinsurance with expectile (Q4575369): Difference between revisions

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+Optimal reinsurance in the presence of counterparty default risk
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+Optimal risk transfers in insurance groups
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+Optimal risk transfer under quantile-based risk measurers
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+Optimal reinsurance with general risk measures
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+Generalized quantiles as risk measures
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+Optimal reinsurance with regulatory initial capital and default risk
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+Optimal reinsurance with positively dependent risks
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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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+Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
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+Optimal reinsurance arrangements in the presence of two reinsurers
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+Optimal reinsurance subject to Vajda condition
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+Optimal reinsurance under general risk measures
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+Making and Evaluating Point Forecasts
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+Assessing value at risk with CARE, the conditional autoregressive expectile models
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+Asymmetric Least Squares Estimation and Testing
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+Market-consistent actuarial valuation
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+Optimal insurance under Wang's premium principle.
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