CDF formulation for solving an optimal reinsurance problem (Q4575473): Difference between revisions

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+Optimal reinsurance in the presence of counterparty default risk
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+Optimal reinsurance with general risk measures
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+Stable solutions for optimal reinsurance problems involving risk measures
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+Optimal reinsurance under risk and uncertainty
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+Q4836494
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+Reaching goals by a deadline: digital options and continuous-time active portfolio management
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+Risk-Constrained Dynamic Active Portfolio Management
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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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+Precautionary saving in the presence of other risks
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Optimal risk sharing with background risk
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+Insurer's optimal reinsurance strategies
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Optimal reinsurance under mean-variance premium principles
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+Optimal Control of Favorable Games with a Time Limit
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+Optimal insurance design with random initial wealth
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+VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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+Optimality of general reinsurance contracts under CTE risk measure
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+Optimal insurance under Wang's premium principle.
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+Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer
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+Marginal indemnification function formulation for optimal reinsurance
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