Pages that link to "Item:Q1962820"
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The following pages link to Optimal insurance under Wang's premium principle. (Q1962820):
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)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Optimal proportional reinsurance and investment with minimum probability of ruin (Q426584) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- Proportional and excess-of-loss reinsurance under investment gains (Q606816) (← links)
- Optimal reinsurance under expected value principle (Q621878) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110) (← links)
- Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
- Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
- Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
- Optimal reinsurance under general risk measures (Q868316) (← links)
- Unifying framework for optimal insurance (Q882860) (← 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 insurance under the insurer's risk constraint (Q931186) (← links)
- An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- Measurement of relative inequity and Yaari's dual theory of risk. (Q1413305) (← links)
- Choquet pricing and equilibrium. (Q1413404) (← links)
- Insurance choice under third degree stochastic dominance (Q1622530) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Optimal health insurance and trade-off between health and wealth (Q2205202) (← links)
- Optimal insurance with background risk: an analysis of general dependence structures (Q2211343) (← links)
- A continuous-time theory of reinsurance chains (Q2212167) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Ambiguity on the insurer's side: the demand for insurance (Q2348006) (← 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 reinsurance with general premium principles (Q2442514) (← links)
- Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
