Pages that link to "Item:Q5880018"

The following pages link to Optimal reinsurance designs based on risk measures: a review (Q5880018):

Displaying 22 items.

• Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process (Q2657018) (← links)
• Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
• Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
• Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
• Risk measures induced by efficient insurance contracts (Q2670123) (← links)
• Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
• A discussion of ‘optimal reinsurance designs based on risk measures: a review’ (Q5880019) (← links)
• Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi (Q5880022) (← links)
• Optimal insurance design under mean-variance preference with narrow framing (Q6072266) (← links)
• Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios (Q6137789) (← links)
• Distributionally robust reinsurance with expectile (Q6163458) (← links)
• Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
• (Q6200370) (← links)
• Random distortion risk measures (Q6543148) (← links)
• Robust insurance design with distortion risk measures (Q6565410) (← links)
• Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain (Q6569746) (← links)
• Optimal insurance with mean-deviation measures (Q6607480) (← links)
• A two-layer stochastic game approach to reinsurance contracting and competition (Q6665602) (← links)
• Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery (Q6668696) (← links)