Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967): Difference between revisions

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+Perspectives of Risk Sharing
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+Second-order cone programming
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+Optimal reinsurance under risk and uncertainty
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+Optimal reinsurance under VaR and CTE risk measures
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+Optimal reinsurance with positively dependent risks
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+Insurer's optimal reinsurance strategies
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Optimal reinsurance under mean-variance premium principles
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+Mean-Variance Optimal Reinsurance Arrangements
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+Applications of second-order cone programming
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