Pages that link to "Item:Q2513436"

The following pages link to Optimal reinsurance with regulatory initial capital and default risk (Q2513436):

Displaying 19 items.

• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Equilibrium recoveries in insurance markets with limited liability (Q2283131) (← links)
• Convex risk functionals: representation and applications (Q2292181) (← links)
• Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint (Q2631901) (← links)
• Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
• OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (Q4563786) (← links)
• Optimal reinsurance with expectile (Q4575369) (← links)
• Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
• Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk (Q5123455) (← links)
• MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Optimal risk management with reinsurance and its counterparty risk hedging (Q6152697) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• Bowley solution under the reinsurer's default risk (Q6199666) (← links)