Pages that link to "Item:Q320272"
From MaRDI portal
The following pages link to Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272):
Displaying 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)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
