Pages that link to "Item:Q2446000"

The following pages link to Optimal reinsurance subject to Vajda condition (Q2446000):

Displaying 18 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
• Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital (Q2290401) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• Risk measures induced by efficient insurance contracts (Q2670123) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
• INDEX INSURANCE DESIGN (Q5379416) (← links)
• Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
• (Q6200370) (← links)