Pages that link to "Item:Q1067339"
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The following pages link to On convex principles of premium calculation (Q1067339):
Displayed 46 items.
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Behavioral optimal insurance (Q654822) (← links)
- On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
- The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- Optimal reinsurance under general risk measures (Q868316) (← links)
- Unifying framework for optimal insurance (Q882860) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Optimal insurance under the insurer's risk constraint (Q931186) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- On robust premium principles (Q1086964) (← links)
- A note on experience rating, reinsurance and premium principles (Q1336887) (← links)
- Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
- Using Choquet integral in economics (Q1402918) (← links)
- A fair procedure in insurance (Q1413339) (← links)
- Insurer's optimal reinsurance strategies (Q1584588) (← links)
- Optimal reinsurance in relation to ordering of risks (Q1824976) (← links)
- Optimal insurance under Wang's premium principle. (Q1962820) (← links)
- On 1-convexity and nucleolus of co-insurance games (Q2276223) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Resolving an insurance allocation problem: a procedural approach (Q2432507) (← links)
- An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (Q3173994) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
- Optimal Reinsurance for Variance Related Premium Calculation Principles (Q3569708) (← links)
- Risk exchange I: A unification of some existing results (Q4025273) (← links)
- Risk exchange II: Optimal reinsurance contracts (Q4025274) (← links)
- An optimality of change loss type strategy (Q4470660) (← links)
- Perspectives of Risk Sharing (Q4791988) (← links)
- Investing for Retirement (Q5718087) (← links)
- Optimal reinsurance under mean-variance premium principles (Q5938028) (← links)