An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214): Difference between revisions

@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Reinsurance
@@ Property / cites work: Reinsurance / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient risk allocation within a non-life insurance group under Solvency II regime
+Normal rank
@@ Property / cites work @@
+Robust and Pareto optimality of insurance contracts
+Normal rank
@@ Property / cites work @@
+Insurance with multiple insurers: a game-theoretic approach
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q3314809
@@ Property / cites work: Q3314809 / rank @@
+Normal rank
@@ Property / cites work @@
+Pareto-optimal reinsurance arrangements under general model settings
+Normal rank
@@ Property / cites work @@
+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
@@ Property / cites work @@
+Reinsurance premium principles based on weighted loss functions
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance Revisited – A Geometric Approach
+Normal rank
@@ Property / cites work @@
+Q3511290
@@ Property / cites work: Q3511290 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-objective optimization models in finance and investments
+Normal rank
@@ Property / cites work @@
+A topological proof of Sklar's theorem
@@ Property / cites work: A topological proof of Sklar's theorem / rank @@
+Normal rank
@@ Property / cites work @@
+An empirical analysis of multivariate copula models
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under general risk measures
@@ Property / cites work: Optimal reinsurance under general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
+Normal rank
@@ Property / cites work @@
+Are quantile risk measures suitable for risk-transfer decisions?
+Normal rank
@@ Property / cites work @@
+On Pareto-optimal reinsurance with constraints under distortion risk measures
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under mean-variance premium principles
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with multiple tranches
@@ Property / cites work: Optimal reinsurance with multiple tranches / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers
+Normal rank
@@ Property / cites work @@
+Hierarchical structures in the aggregation of premium risk for insurance underwriting
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
+Normal rank