Pages that link to "Item:Q1023098"
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The following pages link to Optimal reinsurance with general risk measures (Q1023098):
Displaying 50 items.
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- The optimal insurance under disappointment theories (Q495453) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
- Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
- Vector risk functions (Q1762365) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
- Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
- Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Optimal reinsurance with general premium principles (Q2442514) (← links)
- Optimal reinsurance under variance related premium principles (Q2445344) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- Optimal reinsurance with regulatory initial capital and default risk (Q2513436) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
