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

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+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
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+Optimal reinsurance under VaR and CTE risk measures
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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
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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
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+Optimal insurance in the presence of insurer's loss limit
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