scientific article; zbMATH DE number 3198487
From MaRDI portal
Publication:5734851
zbMath0122.37603MaRDI QIDQ5734851
Publication date: 1961
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (35)
Optimal indemnity contracts ⋮ Chains of reinsurance: Non-cooperative equilibria and Pareto optimality ⋮ Inventory centralization with risk-averse newsvendors ⋮ Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality ⋮ The mathematics and statistics of quantitative risk management. Abstracts from the workshop held January 29 -- February 4, 2012. ⋮ A constraint-free approach to optimal reinsurance ⋮ Additivity and premium calculation principles ⋮ Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures ⋮ Perturbation calculus in risk theory: Application to chains and trees of reinsurance ⋮ The optimal insurance contract in a competitive market ⋮ Actuarial bridges to dynamic hedging and option pricing ⋮ Sharing the value‐at‐risk under distributional ambiguity ⋮ An adaptive strategy for offering m-out-of-n insurance policies ⋮ Pareto optimal chains of reinsurance ⋮ Optimality of general reinsurance contracts under CTE risk measure ⋮ Optimal reinsurance under the Haezendonck risk measure ⋮ Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints ⋮ Empirical Approach for Optimal Reinsurance Design ⋮ Convex order and comonotonic conditional mean risk sharing ⋮ Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles ⋮ Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions ⋮ Optimal risk transfer for agents with germs ⋮ Allocation of risks and equilibrium in markets with finitely many traders ⋮ Whom should we believe? aggregation of heterogeneous beliefs ⋮ Portfolio selection by mutual insurance companies and optimal participating insurance policies ⋮ Borch's theorem from the perspective of comonotonicity ⋮ On the existence of a representative reinsurer under heterogeneous beliefs ⋮ Risk Measures for Portfolio Vectors and Allocation of Risks ⋮ Bowley solution of a mean-variance game in insurance ⋮ The economics of sharing macro-longevity risk ⋮ Die Risikoaversion als Interpretation und Konstruktionsbasis der Utilitätskurve ⋮ Optimal proportional reinsurance with a loss-dependent premium principle ⋮ Efficiency analysis of deductible insurance policies ⋮ Competitive equilibrium on risk exchanges: A constrained market approach ⋮ Investment policies and reinsurance for pension funds
This page was built for publication: