Pages that link to "Item:Q4563786"

The following pages link to OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (Q4563786):

Displaying 41 items.

• Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
• Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• Optimal risk allocation in reinsurance networks (Q1799630) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
• A Bowley solution with limited ceded risk for a monopolistic reinsurer (Q2306102) (← links)
• Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (Q2306384) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• ON A NEW PARADIGM OF OPTIMAL REINSURANCE: A STOCHASTIC STACKELBERG DIFFERENTIAL GAME BETWEEN AN INSURER AND A REINSURER (Q4562959) (← links)
• A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
• Optimal insurance in the presence of reinsurance (Q4577192) (← links)
• Optimal premium allocation under stop-loss insurance using exposure curves (Q5074250) (← links)
• Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
• Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← links)
• Robust reinsurance contracts with risk constraint (Q5117680) (← links)
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
• Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi (Q5880022) (← links)
• Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• Distributionally robust reinsurance with expectile (Q6163458) (← links)
• Bowley solution under the reinsurer's default risk (Q6199666) (← links)
• (Q6200370) (← links)
• Pareto-optimal reinsurance for both the insurer and the reinsurer under the risk-adjusted value and general premium principles (Q6549213) (← links)
• Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
• Revisit optimal reinsurance under a new distortion risk measure (Q6579736) (← links)