Pages that link to "Item:Q1079912"
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The following pages link to Measuring the effects of reinsurance by the adjustment coefficient (Q1079912):
Displaying 23 items.
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- Reinsurance retention levels for property/liability firms. A managerial portofolio selection framework (Q807349) (← links)
- Reinsurance and ruin (Q1381143) (← links)
- Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model. (Q1413298) (← links)
- Excess of loss reinsurance and Gerber's inequality in the Sparre Andersen model. (Q1413370) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
- Optimal reinsurance in a compound Poisson risk model with dependence (Q1786965) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
- Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (Q3352343) (← links)
- Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)
- Bisk theory and its statistics enyiroment (Q3474014) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Review of statistical actuarial risk modelling (Q4966720) (← links)
- Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
- (Q5091888) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification (Q6648327) (← links)
