Pages that link to "Item:Q282271"

The following pages link to Marginal indemnification function formulation for optimal reinsurance (Q282271):

Displaying 50 items.

• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← links)
• Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• Minimizing the probability of ruin: optimal per-loss reinsurance (Q1799651) (← links)
• Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
• Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
• VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← 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)
• A continuous-time theory of reinsurance chains (Q2212167) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
• Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
• Pareto-optimal reinsurance under individual risk constraints (Q2682992) (← links)
• Bilateral risk sharing in a comonotone market with rank-dependent utilities (Q2682994) (← links)
• Optimal insurance under maxmin expected utility (Q2697500) (← links)
• A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
• Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
• CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
• Optimal insurance in the presence of reinsurance (Q4577192) (← links)
• Bowley reinsurance with asymmetric information on the insurer's risk preferences (Q4959370) (← links)
• Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility (Q5042790) (← links)
• Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
• OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551) (← links)
• Price Index Insurances in the Agriculture Markets (Q5165012) (← links)
• Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
• Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
• MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY (Q5866182) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai (Q5880020) (← links)
• A hybrid model of optimal reinsurance: a discussion of ‘Optimal reinsurance designs based on risk measures: a review’ by Jun Cai and Yichun Chi (Q5880021) (← links)