Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992): 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.2013.03.007 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2040729577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance and generalized deductibles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with general risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5734851 / 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: Optimal Reinsurance Revisited – A Geometric Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with general premium principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Measures and Comonotonicity: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurer's optimal reinsurance strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under general risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under mean-variance premium principles / 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: Q3755692 / rank
 
Normal rank
Property / cites work
 
Property / cites work: VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimality of general reinsurance contracts under CTE risk measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Axiomatic characterization of insurance prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance under Wang's premium principle. / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2013.03.007 / rank
 
Normal rank

Latest revision as of 16:37, 18 December 2024

scientific article
Language Label Description Also known as
English
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
scientific article

    Statements

    Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (English)
    0 references
    0 references
    0 references
    0 references
    15 April 2014
    0 references
    optimal reinsurance
    0 references
    distortion risk measure
    0 references
    reinsurance premium principle
    0 references
    Wang's premium principle
    0 references
    VaR
    0 references
    TVaR
    0 references

    Identifiers