Pages that link to "Item:Q3395502"

The following pages link to On Stop-Loss Order and the Distortion Pricing Principle (Q3395502):

Displaying 20 items.

• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• Convex ordering for insurance preferences (Q495510) (← links)
• Stochastic comparisons of multivariate mixtures (Q604364) (← links)
• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
• Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
• On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
• Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
• Distribution-free comparison of pricing principles. (Q1413273) (← links)
• A rank-dependent generalization of zero utility principle. (Q1413338) (← links)
• A general family of univariate stochastic orders (Q2382883) (← links)
• On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
• Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
• Quasi Risk-Neutral Pricing in Insurance (Q3067096) (← links)
• Insurance Premium Calculations with Anticipated Utility Theory (Q4461280) (← links)
• Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks (Q4461283) (← links)
• Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory (Q5422742) (← links)
• Pricing General Insurance Using Optimal Control Theory (Q5490601) (← links)
• Distortion Risk Measures and Economic Capital (Q5715954) (← links)