Pages that link to "Item:Q1681082"

The following pages link to Pareto-optimal reinsurance arrangements under general model settings (Q1681082):

Displaying 32 items.

• Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
• Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
• Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
• Competitive equilibria in a comonotone market (Q2074058) (← links)
• Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
• Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
• An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
• A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Risk sharing with multiple indemnity environments (Q2239902) (← links)
• Convex risk functionals: representation and applications (Q2292181) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• Risk measures induced by efficient insurance contracts (Q2670123) (← links)
• A constraint-free approach to optimal reinsurance (Q4562060) (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
• Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← links)
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
• UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
• Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• Bowley solution under the reinsurer's default risk (Q6199666) (← links)
• Variance insurance contracts (Q6199667) (← links)