Insurance choice under third degree stochastic dominance (Q1622530): Difference between revisions

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+OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
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+Q5609896
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+Optimal reinsurance under VaR and CTE risk measures
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+Optimal reinsurance under variance related premium principles
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+OPTIMAL REINSURANCE WITH LIMITED CEDED RISK: A STOCHASTIC DOMINANCE APPROACH
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+Optimal reinsurance subject to Vajda condition
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+Optimal Reinsurance Design: A Mean-Variance Approach
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
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+Third Degree Stochastic Dominance and Mean-Risk Analysis
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+Optimal Reinsurance for Variance Related Premium Calculation Principles
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+Optimal reinsurance under mean-variance premium principles
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+Optimal reinsurance under convex principles of premium calculation
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+Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
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+Higher Order Risk Attitudes, Demographics, and Financial Decisions
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+Unifying framework for optimal insurance
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+Optimal reinsurance in relation to ordering of risks
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+Ordering risks: expected utility theory versus Yaari's dual theory of risk
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+Optimal insurance under Wang's premium principle.
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+Q4833240
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+Optimal insurance under the insurer's risk constraint
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+Optimal insurance in the presence of insurer's loss limit
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+Marginal indemnification function formulation for optimal reinsurance
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