Optimal reinsurance under VaR and CTE risk measures (Q938052): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Conditional tail expectations for multivariate phase-type distributions
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+Optimal Retention for a Stop-loss Reinsurance Under the 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 @@
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+Q3868650
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+Optimal reinsurance under mean-variance premium principles
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+An extension of Arrow's result on optimality of a stop loss contract
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+Mean-Variance Optimal Reinsurance Arrangements
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+Optimal reinsurance under convex principles of premium calculation
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
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+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank