On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057): Difference between revisions

@@ 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/10.1007/s13385-017-0163-1
+Normal rank
@@ Property / OpenAlex ID @@
+W2619462530
@@ Property / OpenAlex ID: W2619462530 / rank @@
+Normal rank
@@ Property / cites work @@
+Perspectives of Risk Sharing
@@ Property / cites work: Perspectives of Risk Sharing / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal risk transfers in insurance groups
@@ Property / cites work: Optimal risk transfers in insurance groups / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal reinsurance policy with distortion risk measures and premiums
+Normal rank
@@ Property / cites work @@
+Properties of distortion risk measures
@@ Property / cites work: Properties of distortion risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q3277804
@@ Property / cites work: Q3277804 / 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 with expectile
@@ Property / cites work: Optimal reinsurance with expectile / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
@@ Property / cites work @@
+OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
+Normal rank
@@ Property / cites work @@
+Pareto-optimal reinsurance arrangements under general model settings
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance Revisited – A Geometric Approach
+Normal rank
@@ Property / cites work @@
+Characterizations of optimal reinsurance treaties: a cost-benefit approach
+Normal rank
@@ Property / cites work @@
+Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
+Normal rank
@@ Property / cites work @@
+Robustness and sensitivity analysis of risk measurement procedures
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2890524
@@ Property / cites work: Q2890524 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal retention levels, given the joint survival of cedent and reinsurer
+Normal rank
@@ Property / cites work @@
+Q3995886
@@ Property / cites work: Q3995886 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Statistical Hypotheses
@@ Property / cites work: Testing Statistical Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing under distorted probabilities
+Normal rank
@@ Property / cites work @@
+Q5566063
@@ Property / cites work: Q5566063 / rank @@
+Normal rank
@@ Property / cites work @@
+Duality relationships for a nonlinear version of the generalized Neyman- Pearson problem
+Normal rank
@@ Property / cites work @@
+Q4295760
@@ Property / cites work: Q4295760 / rank @@
+Normal rank
@@ Property / cites work @@
+Sufficient Conditions in Optimal Control Theory
@@ Property / cites work: Sufficient Conditions in Optimal Control Theory / rank @@
+Normal rank
@@ Property / cites work @@
+CDF formulation for solving an optimal reinsurance problem
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer
+Normal rank
@@ Property / cites work @@
+Marginal indemnification function formulation for optimal reinsurance
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1616057