Pages that link to "Item:Q1023098"

The following pages link to Optimal reinsurance with general risk measures (Q1023098):

Displayed 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)