Pages that link to "Item:Q320272"
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The following pages link to Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272):
Displayed 4 items.
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
- Optimal reinsurance policy under a new distortion risk measure (Q6107604) (← links)