scientific article; zbMATH DE number 3159879
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Publication:3277804
Cited in
(19)- Optimal insurance contracts under distortion risk measures with ambiguity aversion
- Borch's theorem from the perspective of comonotonicity
- Premium rating under non-exponential utility
- Weighted comonotonic risk sharing under heterogeneous beliefs
- Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain
- On Pareto-optimal reinsurance with constraints under distortion risk measures
- Revisit optimal reinsurance under a new distortion risk measure
- Conditional Analysis and a Principal-Agent Problem
- Pareto-optimal reinsurance policies with maximal synergy
- The optimal retrospective reinsurance with the minimum risk-adjusted value
- Pareto-optimal insurance policies: the case of normal summary risk
- Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition
- Pareto-optimal reinsurance arrangements under general model settings
- Optimal reinsurance from the viewpoints of both an insurer and a reinsurer under the CVaR risk measure and Vajda condition
- Optimal reinsurance from the perspectives of both an insurer and a reinsurer
- Der Begriff des Nutzens in der Versicherungsmathematik
- Sharing the value‐at‐risk under distributional ambiguity
- Optimal reinsurance with model uncertainty and Stackelberg game
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
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