Empirical Approach for Optimal Reinsurance Design (Q5379120): Difference between revisions

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+Second-order cone programming
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+Optimal reinsurance with general risk measures
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+Q5734851
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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 under variance related premium principles
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+Optimal reinsurance with general premium principles
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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 under mean-variance premium principles
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+An extension of Arrow's result on optimality of a stop loss contract
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+Mean-Variance Optimal Reinsurance Arrangements
@@ Property / cites work: Mean-Variance Optimal Reinsurance Arrangements / rank @@
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+Optimal reinsurance under convex principles of premium calculation
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+Financial engineering, E-commerce and supply chain
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+Applications of second-order cone programming
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+Unifying framework for optimal insurance
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+Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
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+VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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+Optimality of general reinsurance contracts under CTE risk measure
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+Solving semidefinite-quadratic-linear programs using SDPT3
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+Optimal insurance under Wang's premium principle.
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