Pages that link to "Item:Q4563801"
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The following pages link to A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801):
Displayed 30 items.
- 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)
- Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← 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)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
- The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
- A constraint-free approach to optimal reinsurance (Q4562060) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility (Q5042790) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← 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)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
- Some optimisation problems in insurance with a terminal distribution constraint (Q6169663) (← links)