Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai (Q5880020): Difference between revisions

Latest revision as of 15:03, 31 July 2024

scientific article; zbMATH DE number 7660217

Language	Label	Description	Also known as
English	Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai	scientific article; zbMATH DE number 7660217

Statements

instance of

scholarly article

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title

Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai (English)

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author

Chengguo Weng

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published in

Statistical Theory and Related Fields

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publication date

7 March 2023

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/24754269.2020.1765129

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cites work

On optimal reinsurance policy with distortion risk measures and premiums

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Optimal reinsurance under risk and uncertainty

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Optimal reinsurance under VaR and CTE risk measures

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Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework

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Empirical Approach for Optimal Reinsurance Design

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Marginal indemnification function formulation for optimal reinsurance

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Identifiers

DOI

10.1080/24754269.2020.1765129

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5880020

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+https://doi.org/10.1080/24754269.2020.1765129
+Normal rank
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+W3026748621
@@ Property / OpenAlex ID: W3026748621 / rank @@
+Normal rank
@@ Property / cites work @@
+On optimal reinsurance policy with distortion risk measures and premiums
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under risk and uncertainty
@@ Property / cites work: Optimal reinsurance under risk and uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
@@ Property / cites work @@
+Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework
+Normal rank
@@ Property / cites work @@
+Empirical Approach for Optimal Reinsurance Design
@@ Property / cites work: Empirical Approach for Optimal Reinsurance Design / rank @@
+Normal rank
@@ Property / cites work @@
+Marginal indemnification function formulation for optimal reinsurance
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5880020