Optimal reinsurance with regulatory initial capital and default risk (Q2513436): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Optimal reinsurance in the presence of counterparty default risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk transfer under quantile-based risk measurers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with general risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impact of Counterparty Risk on the Reinsurance Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under VaR and CTE risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance with positively dependent risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Reinsurance Revisited – A Geometric Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under general law-invariant risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under variance related premium principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk sharing with background risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2890524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal saving in the presence of two risks / rank
 
Normal rank

Latest revision as of 15:01, 9 July 2024

scientific article
Language Label Description Also known as
English
Optimal reinsurance with regulatory initial capital and default risk
scientific article

    Statements

    Optimal reinsurance with regulatory initial capital and default risk (English)
    0 references
    0 references
    0 references
    0 references
    28 January 2015
    0 references
    0 references
    optimal reinsurance
    0 references
    reinsurance premium
    0 references
    value-at-risk
    0 references
    counterparty default risk
    0 references
    utility function
    0 references
    convex order
    0 references
    0 references