Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.insmatheco.2020.02.001 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.02.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3004543265 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust and Pareto optimality of insurance contracts / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal reinsurance policy with distortion risk measures and premiums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with general risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stable solutions for optimal reinsurance problems involving risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of distortion risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: TVaR-based capital allocation with copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under VaR and CTE risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rearrangement inequalities in non-convex insurance models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance with adverse selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Reinsurance Revisited – A Geometric Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Average Value-at-Risk Minimizing Reinsurance under Wang's Premium Principle with Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations of optimal reinsurance treaties: a cost-benefit approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reinsurance contract design with adverse selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-adjusted bowley reinsurance under distorted probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimum standards for investment performance: a new perspective on non-life insurer solvency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Are quantile risk measures suitable for risk-transfer decisions? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Private Information and Insurance Rejections / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust reinsurance contracts in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distortion Risk Measures and Economic Capital / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurance contracts with imprecise probabilities and adverse selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Variance Optimal Reinsurance Arrangements / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extension of Arrow's result on optimality of a stop loss contract / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under convex principles of premium calculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general model of insurance under adverse selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solvency II: stability problems with the SCR aggregation formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monopoly, Non-Linear Pricing and Imperfect Information: The Insurance Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Behavioral optimal insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic capital allocation with distortion risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance under Wang's premium principle. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with premium constraint under distortion risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Marginal indemnification function formulation for optimal reinsurance / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2020.02.001 / rank
 
Normal rank

Latest revision as of 22:16, 17 December 2024

scientific article
Language Label Description Also known as
English
Concave distortion risk minimizing reinsurance design under adverse selection
scientific article

    Statements

    Concave distortion risk minimizing reinsurance design under adverse selection (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    20 March 2020
    0 references
    risk management
    0 references
    principal-agent problem
    0 references
    distortion risk measure
    0 references
    incentive compatibility
    0 references
    individual rationality
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers