Optimal insurance in the presence of reinsurance (Q4577192): Difference between revisions

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+https://doi.org/10.1080/03461238.2016.1184710
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+W2406641281
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+On optimal reinsurance policy with distortion risk measures and premiums
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+Optimal reinsurance in the presence of counterparty default risk
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+Optimal non-life reinsurance under Solvency II regime
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+Optimal reinsurance with general risk measures
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+Optimal reinsurance under risk and uncertainty
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+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
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+PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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+OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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+The optimal insurance under disappointment theories
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+Characterizations of optimal reinsurance treaties: a cost-benefit approach
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+Optimal reinsurance under general law-invariant risk measures
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+Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
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+Optimal reinsurance with general premium principles
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Optimal reinsurance and stop-loss order
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+Insurer's optimal reinsurance strategies
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Optimal reinsurance under mean-variance premium principles
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+Optimal reinsurance under convex principles of premium calculation
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+Elementary proof for Sion's minimax theorem
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+Optimal risk sharing under distorted probabilities
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+Axiomatic characterization of insurance prices
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+CDF formulation for solving an optimal reinsurance problem
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+The Dual Theory of Choice under Risk
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+Optimal insurance under Wang's premium principle.
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+Marginal indemnification function formulation for optimal reinsurance
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