Pages that link to "Item:Q1824976"
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The following pages link to Optimal reinsurance in relation to ordering of risks (Q1824976):
Displaying 50 items.
- On Multiply Monotone Distributions, Continuous or Discrete, with Applications (Q147981) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Stationary-excess operator and convex stochastic orders (Q661209) (← links)
- Comonotonic convex upper bound and majorization (Q661230) (← links)
- On coverage limits and deductibles for SAI loss severities (Q829163) (← links)
- On non-monotonic ageing properties from the Laplace transform, with actuarial applications (Q865603) (← links)
- Optimal reinsurance under the general mixture risk measures (Q870154) (← links)
- Approximations for stop-loss reinsurance premiums (Q882850) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- Properties of the Esscher premium calculation principle (Q1262678) (← links)
- Ordering risks: expected utility theory versus Yaari's dual theory of risk (Q1265926) (← links)
- Optimal reinsurance and stop-loss order (Q1265930) (← links)
- Comonotonicity, correlation order and premium principles (Q1265937) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings (Q1302126) (← links)
- Extensions of Ohlin's lemma with applications to optimal reinsurance structures (Q1318554) (← links)
- Best bounds for expected financial payoffs. I: Algorithmic evaluation (Q1372064) (← links)
- Best bounds for expected financial payoffs. II: Applications (Q1372065) (← links)
- Axiomatic characterization of insurance prices (Q1381468) (← links)
- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences (Q1381477) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Distribution-free comparison of pricing principles. (Q1413273) (← links)
- Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
- On the accumulated aggregate surplus of a life portfolio. (Q1413297) (← links)
- On immunization, stop-loss order and the maximum Shiu measure. (Q1413362) (← links)
- Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
- Time stochastic \(s\)-convexity of claim processes (Q1584516) (← links)
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances (Q1613038) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- Optimal insurance design under background risk with dependence (Q1641137) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- Some alternatives for the individual model (Q1892984) (← links)
- Order relations for some distributions (Q1902630) (← links)
- Ordering claim size distributions and mixed Poisson probabilities (Q1905001) (← links)
- A unification of some order relations (Q1921976) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- The safest dependence structure among risks. (Q1962812) (← links)
- On \(s\)-convex stochastic extrema for arithmetic risks (Q1962824) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
- Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
