Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964): Difference between revisions

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+The Nash bargaining solution vs. equilibrium in a reinsurance syndicate
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+Optimal reinsurance and stop-loss order
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+Remarks on quantiles and distortion risk measures
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+Chains of reinsurance: Non-cooperative equilibria and Pareto optimality
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+Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability
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+Chains of reinsurance
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+Risk exchange I: A unification of some existing results
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+Axiomatic characterization of insurance prices
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+A new characterization of distortion premiums via countable additivity for comonotonic risks
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