Pages that link to "Item:Q2514611"

The following pages link to Optimal reinsurance with premium constraint under distortion risk measures (Q2514611):

Displaying 18 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
• Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
• A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196) (← links)
• A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
• Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages (Q5096014) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
• Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
• (Q6200370) (← links)