Optimal insurance design under Vajda condition and exclusion clauses (Q5096008): 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/10.1080/03610926.2020.1860223
+Normal rank
@@ Property / OpenAlex ID @@
+W3118487783
@@ Property / OpenAlex ID: W3118487783 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with expectile
@@ Property / cites work: Optimal reinsurance with expectile / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto efficient insurance contracts when the insurer's cost function is discontinuous
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition
+Normal rank
@@ Property / cites work @@
+The optimal insurance under disappointment theories
+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 insurance design in the presence of exclusion clauses
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance subject to Vajda condition
@@ Property / cites work: Optimal reinsurance subject to Vajda condition / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
+Normal rank
@@ Property / cites work @@
+The safest dependence structure among risks.
@@ Property / cites work: The safest dependence structure among risks. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+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 @@
+Optimal insurance design of ambiguous risks
@@ Property / cites work: Optimal insurance design of ambiguous risks / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance and reinsurance policies chosen jointly in the individual risk model
+Normal rank
@@ Property / cites work @@
+Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
+Normal rank
@@ Property / cites work @@
+Optimal insurance design with a bonus
@@ Property / cites work: Optimal insurance design with a bonus / rank @@
+Normal rank
@@ Property / cites work @@
+Excluded losses and the demand for insurance
@@ Property / cites work: Excluded losses and the demand for insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance in relation to ordering of risks
+Normal rank
@@ Property / cites work @@
+Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
+Normal rank
@@ Property / cites work @@
+Market-consistent actuarial valuation
@@ Property / cites work: Market-consistent actuarial valuation / 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:5096008