Pages that link to "Item:Q2445992"

The following pages link to Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992):

Displaying 17 items.

• OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
• OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
• Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• A discussion of ‘optimal reinsurance designs based on risk measures: a review’ (Q5880019) (← links)
• A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi (Q5880021) (← links)
• Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi (Q5880022) (← links)
• Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
• (Q6141815) (← links)
• Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
• Optimal allocation of policy limits in layer reinsurance treaties (Q6163067) (← links)
• Distributionally robust reinsurance with expectile (Q6163458) (← links)
• (Q6200370) (← links)
• Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)