Pages that link to "Item:Q2581778"
From MaRDI portal
The following pages link to Dependent risks and excess of loss reinsurance (Q2581778):
Displaying 24 items.
- Optimal proportional reinsurance under dependent risks (Q394398) (← links)
- Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- On a multivariate Pareto distribution (Q659227) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- A priori ratemaking using bivariate Poisson regression models (Q1003828) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (Q2015632) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
- Optimal Risk Control for The Excess of Loss Reinsurance Policies (Q3569710) (← links)
- RATEMAKING OF DEPENDENT RISKS (Q4563817) (← links)
- Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
- Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure (Q4986421) (← links)
- Robust optimal investment and reinsurance problems with learning (Q4990504) (← links)
- (Q5091888) (← links)
- OPTIMAL MEAN–VARIANCE REINSURANCE WITH COMMON SHOCK DEPENDENCE (Q5369466) (← links)
- Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
- An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
- Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business (Q6089414) (← links)
- On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading (Q6173893) (← links)
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle (Q6609074) (← links)