Pages that link to "Item:Q5880018"
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The following pages link to Optimal reinsurance designs based on risk measures: a review (Q5880018):
Displayed 17 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)
- Optimal reinsurance design under solvency constraints (Q6127106) (← 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)