Marginal indemnification function formulation for optimal reinsurance (Q282271): Difference between revisions

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+Parameter-Free Elicitation of Utility and Probability Weighting Functions
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+On optimal reinsurance policy with distortion risk measures and premiums
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+Optimal reinsurance with general risk measures
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+Optimal reinsurance under risk and uncertainty
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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 VaR and CTE risk measures
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+Optimal Reinsurance Revisited – A Geometric Approach
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+Optimal reinsurance under general law-invariant risk measures
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+Optimal reinsurance with general premium principles
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+Optimal reinsurance subject to Vajda condition
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Remarks on quantiles and distortion risk measures
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+Optimal reinsurance under mean-variance premium principles
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+Pricing insurance contracts under cumulative prospect theory
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+Q4890894
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+Cumulative prospect theory and the St. Petersburg paradox
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+Optimality of general reinsurance contracts under CTE risk measure
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+Advances in prospect theory: cumulative representation of uncertainty
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+Curvature of the Probability Weighting Function
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+Optimal insurance under Wang's premium principle.
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+Optimal reinsurance with premium constraint under distortion risk measures
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