A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813): Difference between revisions

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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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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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+Optimality of general reinsurance contracts under CTE risk measure
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+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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+Optimal reinsurance with general premium principles
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+Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
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+PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
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+The role of a representative reinsurer in optimal reinsurance
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+Risk Measures and Comonotonicity: A Review
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+Remarks on quantiles and distortion risk measures
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+Optimal reinsurance with premium constraint under distortion risk measures
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+Characterizations of optimal reinsurance treaties: a cost-benefit approach
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+On optimal reinsurance policy with distortion risk measures and premiums
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+Marginal indemnification function formulation for optimal reinsurance
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+On Pareto-optimal reinsurance with constraints under distortion risk measures
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+Optimal insurance in the presence of reinsurance
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+Insurance with multiple insurers: a game-theoretic approach
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+Optimal reinsurance with general risk measures
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+Optimal reinsurance under general law-invariant risk measures
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+Optimal reinsurance subject to Vajda condition
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+Optimal reinsurance under mean-variance premium principles
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+Optimal reinsurance with both proportional and fixed costs
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+Remarks on equality of two distributions under some partial orders
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+Optimal insurance under Wang's premium principle.
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+Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables
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+Two sufficient conditions for convex ordering on risk aggregation
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+Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency
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