Pages that link to "Item:Q868316"

The following pages link to Optimal reinsurance under general risk measures (Q868316):

Displaying 36 items.

• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
• Optimal reinsurance under expected value principle (Q621878) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
• Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
• Optimal reinsurance under the general mixture risk measures (Q870154) (← links)
• Optimal insurance under the insurer's risk constraint (Q931186) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
• An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Optimal reinsurance with general premium principles (Q2442514) (← links)
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
• An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
• Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
• Structured reinsurance deals with reference to relative market performance (Q2665848) (← links)
• THE DESIGN OF AN OPTIMAL RETROSPECTIVE RATING PLAN (Q4563764) (← links)
• Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
• Optimal reinsurance with expectile (Q4575369) (← links)
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC (Q5138672) (← links)
• Reinsurance contract design with adverse selection (Q5242230) (← links)
• Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
• Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
• (Q6200370) (← links)