Pages that link to "Item:Q1932519"
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The following pages link to Optimal risk sharing under distorted probabilities (Q1932519):
Displaying 30 items.
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← 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)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- Bowley solution of a mean-variance game in insurance (Q2034145) (← links)
- Competitive equilibria in a comonotone market (Q2074058) (← links)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- Optimal insurance in the presence of reinsurance (Q4577192) (← links)
- OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
- BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS (Q5213448) (← links)
- Effects of Competition on Insurance Contract Formation (Q5379194) (← links)
- Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion (Q6054361) (← links)
- Multiple per-claim reinsurance based on maximizing the Lundberg exponent (Q6072263) (← links)
- Peer-to-peer risk sharing with an application to flood risk pooling (Q6099429) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model (Q6489816) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
