Pages that link to "Item:Q3440876"

The following pages link to Mean-Variance Optimal Reinsurance Arrangements (Q3440876):

Displaying 29 items.

• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
• Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
• Evolutionary credibility risk premium (Q784440) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
• Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
• A continuous-time theory of reinsurance chains (Q2212167) (← links)
• Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• Contagion modeling between the financial and insurance markets with time changed processes (Q2397853) (← links)
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
• An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
• OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK (Q2996868) (← links)
• Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
• Optimal dynamic reinsurance with dependent risks: variance premium principle (Q4576956) (← links)
• Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
• Optimal premium allocation under stop-loss insurance using exposure curves (Q5074250) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• Reinsurance contract design with adverse selection (Q5242230) (← links)
• Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
• Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
• Optimal layer reinsurance on the maximization of the adjustment coefficient (Q5962803) (← links)
• (Q6200370) (← links)
• Robust optimal per-loss reinsurance strategy for an ambiguity-averse insurer (Q6559910) (← links)
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)