Pages that link to "Item:Q882862"

The following pages link to Optimal reinsurance under convex principles of premium calculation (Q882862):

Displaying 44 items.

• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
• The optimal insurance under disappointment theories (Q495453) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Behavioral optimal insurance (Q654822) (← links)
• The optimal reinsurance strategy -- the individual claim case (Q659252) (← 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)
• Discrete-time insurance model with capital injections and reinsurance (Q905223) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• Minimizing measures of risk by saddle point conditions (Q984899) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
• A unified approach to the monotone integral-based premium principles under the CPT theory (Q2035288) (← links)
• Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Optimal reinsurance with general premium principles (Q2442514) (← links)
• Optimal dividend problem with a nonlinear regular-singular stochastic control (Q2443223) (← 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 with premium constraint under distortion risk measures (Q2514611) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• Optimal dividend and reinsurance in the presence of two reinsurers (Q3188587) (← links)
• Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
• Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
• Optimal insurance in the presence of reinsurance (Q4577192) (← links)
• Bowley reinsurance with asymmetric information on the insurer's risk preferences (Q4959370) (← links)
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
• (Q5091888) (← 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)
• Bowley solution under the reinsurer's default risk (Q6199666) (← links)
• Variance insurance contracts (Q6199667) (← links)
• (Q6200370) (← links)
• Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional (Q6496945) (← links)