Pages that link to "Item:Q1730722"

The following pages link to Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722):

Displaying 16 items.

• Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
• Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
• A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Risk sharing with multiple indemnity environments (Q2239902) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← 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 designs based on risk measures: a review (Q5880018) (← links)
• Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi (Q5880022) (← links)
• Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• (Q6200370) (← links)