An extension of Arrow's result on optimality of a stop loss contract (Q2485525): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance and generalized deductibles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3511290 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex principles of premium calculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurer's optimal reinsurance strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under general risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3314810 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dutch premium principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of the Esscher premium calculation principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal reinsurance under mean-variance premium principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Variance Optimal Reinsurance Arrangements / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Extension of the Gerber-Bühlmann-Jewell Conditions for Optimal Risk Sharing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance under Wang's premium principle. / rank
 
Normal rank

Latest revision as of 13:47, 10 June 2024

scientific article
Language Label Description Also known as
English
An extension of Arrow's result on optimality of a stop loss contract
scientific article

    Statements

    An extension of Arrow's result on optimality of a stop loss contract (English)
    0 references
    5 August 2005
    0 references
    Reinsurance
    0 references
    Reinsurance contracts
    0 references
    Stop loss
    0 references
    Mean-variance premium principles
    0 references
    Risk measure
    0 references
    Harm function
    0 references
    Semi-variance
    0 references
    0 references

    Identifiers