Pareto-optimal reinsurance arrangements under general model settings (Q1681082): Difference between revisions

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+General Pareto Optimal Allocations and Applications to Multi-Period Risks
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+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
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+Q3277804
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+OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
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+Optimal reinsurance with positively dependent risks
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+Characterizations of optimal reinsurance treaties: a cost-benefit approach
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+Optimal reinsurance under general law-invariant risk measures
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Optimal capital and risk allocations for law- and cash-invariant convex functions
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+Q2890524
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+On convex risk measures on \(L^{p}\)-spaces
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+A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS
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+A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints
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+Q5599348
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+Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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