A discussion of ‘optimal reinsurance designs based on risk measures: a review’ (Q5880019): Difference between revisions

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+https://doi.org/10.1080/24754269.2020.1765128
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+W3025674789
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+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
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+Insurance with multiple insurers: a game-theoretic approach
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+PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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+The role of a representative reinsurer in optimal reinsurance
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+Optimal reinsurance designs based on risk measures: a review
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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+Characterizations of optimal reinsurance treaties: a cost-benefit approach
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+Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Axiomatic characterization of insurance prices
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