VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232): Difference between revisions

@@ Property / DOI @@
-.1007/s11464-013-0278-x
@@ Property / DOI: 10.1007/s11464-013-0278-x / rank @@
-Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
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+Normal rank
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
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+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
+Normal rank
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+Q5461830
@@ Property / cites work: Q5461830 / rank @@
+Normal rank
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+A synthesis of risk measures for capital adequacy
@@ Property / cites work: A synthesis of risk measures for capital adequacy / rank @@
+Normal rank
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+Optimal insurance under the insurer's risk constraint
+Normal rank
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+Optimal insurance in the presence of insurer's loss limit
+Normal rank
@@ Property / DOI @@
+.1007/S11464-013-0278-X
@@ Property / DOI: 10.1007/S11464-013-0278-X / rank @@
+Normal rank