Pages that link to "Item:Q2442514"
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The following pages link to Optimal reinsurance with general premium principles (Q2442514):
Displayed 15 items.
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Optimal VaR-based risk management with reinsurance (Q286007) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- Convex ordering for insurance preferences (Q495510) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Designing sound deposit insurances (Q2402397) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
- Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
- VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)