Actuarial pricing with financial methods (Q6156013): Difference between revisions

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+Reinsurance
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+Normal rank
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+Q3770273
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+Normal rank
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+Coherent Measures of Risk
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+Robust and Pareto optimality of insurance contracts
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+Compatibility between pricing rules and risk measures: The CCVaR
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+Golden options in financial mathematics
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+Optimal reinsurance under risk and uncertainty
@@ Property / cites work: Optimal reinsurance under risk and uncertainty / rank @@
+Normal rank
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+Risk transference constraints in optimal reinsurance
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+Extending pricing rules with general risk functions
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+Robust optimal investment and reinsurance problems with learning
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+The Best Gain-Loss Ratio is a Poor Performance Measure
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+Robust optimal reinsurance-investment strategy with price jumps and correlated claims
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+Budget-constrained optimal reinsurance design under coherent risk measures
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+Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency
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+Probability
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+Normal rank
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+Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
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+Diversification, protection of liability holders and regulatory arbitrage
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+Martingales and Stochastic Integrals
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+Normal rank
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+Robust optimal excess-of-loss reinsurance and investment strategy for an insurer in a model with jumps
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+Q5566063
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+Normal rank
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+Efficient hedging with coherent risk measure
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+TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS
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+Generalized deviations in risk analysis
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+Relevant mappings
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+Risk measure pricing and hedging in incomplete markets
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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+Q3149262
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+Applied functional analysis. Main principles and their applications
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+Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer
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+Optimal insurance in the presence of reinsurance
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