On randomized reinsurance contracts (Q1757612): Difference between revisions

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-.1016/j.insmatheco.2018.11.004
@@ Property / DOI: 10.1016/j.insmatheco.2018.11.004 / rank @@
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+MaRDI publication profile
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+W2902433411
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+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
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+PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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+Optimal reinsurance with regulatory initial capital and default risk
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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 Revisited – A Geometric Approach
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+Optimal reinsurance under variance related premium principles
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+Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
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+Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle
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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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+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
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+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
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+Are quantile risk measures suitable for risk-transfer decisions?
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+Optimal reinsurance under mean-variance premium principles
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+Sharing Risk – An Economic Perspective
@@ Property / cites work: Sharing Risk – An Economic Perspective / rank @@
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+A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
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+Optimal reinsurance with multiple tranches
@@ Property / cites work: Optimal reinsurance with multiple tranches / rank @@
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+VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2018.11.004
@@ Property / DOI: 10.1016/J.INSMATHECO.2018.11.004 / rank @@
+Normal rank