Pages that link to "Item:Q5029086"

The following pages link to VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086):

Displaying 25 items.

• Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
• Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
• Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
• Optimal reinsurance with general premium principles (Q2442514) (← links)
• Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
• Optimal reinsurance under variance related premium principles (Q2445344) (← links)
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
• Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
• CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
• Optimal reinsurance arrangements in the presence of two reinsurers (Q4576862) (← links)
• Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
• Reinsurance contract design with adverse selection (Q5242230) (← links)
• Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
• Discussion on “Empirical Approach for Optimal Reinsurance Design,” by Ken Seng Tan and Chengguo Weng, Volume 18(2) (Q5379144) (← links)
• Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
• Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)