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 16:03, 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

0 references

title

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

0 references

DOI

10.1080/24754269.2020.1765129

0 references

author

Chengguo Weng

0 references

published in

Statistical Theory and Related Fields

0 references

publication date

7 March 2023

0 references

Mathematics Subject Classification ID

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/24754269.2020.1765129

0 references

OpenAlex ID

W3026748621

0 references

cites work

On optimal reinsurance policy with distortion risk measures and premiums

0 references

Optimal reinsurance under risk and uncertainty

0 references

Optimal reinsurance under VaR and CTE risk measures

0 references

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

0 references

Empirical Approach for Optimal Reinsurance Design

0 references

Marginal indemnification function formulation for optimal reinsurance

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5880020

@@ Property / full work available at URL @@
+https://doi.org/10.1080/24754269.2020.1765129
+Normal rank
@@ Property / OpenAlex ID @@
+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