Pages that link to "Item:Q4575448"
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The following pages link to Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448):
Displaying 50 items.
- A note on optimal insurance risk control with multiple reinsurers (Q515748) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← 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)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← 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)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- Risk sharing with multiple indemnity environments (Q2239902) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← 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)
- Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
- Optimal insurance in the presence of reinsurance (Q4577192) (← links)
- A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints (Q4577196) (← links)
- Bowley reinsurance with asymmetric information on the insurer's risk preferences (Q4959370) (← links)
- How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
- Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
- Bowley reinsurance with asymmetric information: a first-best solution (Q5106337) (← links)
- OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
- OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551) (← links)
- UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Optimal proportional reinsurance with a loss-dependent premium principle (Q5242228) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- A discussion of ‘optimal reinsurance designs based on risk measures: a review’ (Q5880019) (← links)
- A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi (Q5880021) (← 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)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Optimal risk management with reinsurance and its counterparty risk hedging (Q6152697) (← links)
- Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
- Bowley solution under the reinsurer's default risk (Q6199666) (← links)
- (Q6200370) (← links)
- Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)
- Robust insurance design with distortion risk measures (Q6565410) (← links)
- Revisit optimal reinsurance under a new distortion risk measure (Q6579736) (← links)