Structured reinsurance deals with reference to relative market performance (Q2665848): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2021.07.006
@@ Property / DOI: 10.1016/j.insmatheco.2021.07.006 / rank @@
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@@ Property / author @@
-Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
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@@ Property / author @@
+Hansjoerg Albrecher
@@ Property / author: Hansjoerg Albrecher / rank @@
+Normal rank
@@ 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/10.1016/j.insmatheco.2021.07.006
+Normal rank
@@ Property / OpenAlex ID @@
+W3188938868
@@ Property / OpenAlex ID: W3188938868 / rank @@
+Normal rank
@@ Property / cites work @@
+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+On randomized reinsurance contracts
@@ Property / cites work: On randomized reinsurance contracts / rank @@
+Normal rank
@@ Property / cites work @@
+Robust and Pareto optimality of insurance contracts
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@@ Property / cites work @@
+Risk sharing with multiple indemnity environments
@@ Property / cites work: Risk sharing with multiple indemnity environments / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal XL-insurance under Wasserstein-type ambiguity
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+Optimal reinsurance designs based on risk measures: a review
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+Optimal insurance with background risk: an analysis of general dependence structures
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+Optimal risk sharing with background risk
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The solution of the optimal insurance problem with background risk
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+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
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+Are quantile risk measures suitable for risk-transfer decisions?
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+Enhancing insurer value through reinsurance optimization
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+Optimal insurance design under background risk with dependence
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+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+On composite lognormal-Pareto models
@@ Property / cites work: On composite lognormal-Pareto models / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2021.07.006
@@ Property / DOI: 10.1016/J.INSMATHECO.2021.07.006 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2665848