Optimal reinsurance for variance related premium calculation principles
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Publication:3569708
optimal reinsurancevariance premium principleadjustment coefficientstop lossstandard deviation premium principle
Recommendations
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Optimal reinsurance under variance related premium principles
- Optimal reinsurance under mean-variance premium principles
- Mean-Variance Optimal Reinsurance Arrangements
- Optimal layer reinsurance on the maximization of the adjustment coefficient
Cites work
Cited in
(27)- Optimal insurance design under Vajda condition and exclusion clauses
- Optimal dynamic reinsurance with dependent risks: variance premium principle
- On the derivation of reinsurance premiums
- How retention levels influence the variability of the total risk under reinsurance
- Are quantile risk measures suitable for risk-transfer decisions?
- The credibility premiums based on estimated moment-generating function
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
- Insurance choice under third degree stochastic dominance
- Optimal insurance risk control with multiple reinsurers
- Optimal reinsurance design: a mean-variance approach
- Optimal insurance design under background risk with dependence
- Reinsurance of multiple risks with generic dependence structures
- scientific article; zbMATH DE number 5643303 (Why is no real title available?)
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
- A continuous-time theory of reinsurance chains
- Optimal non-life reinsurance under Solvency II regime
- Optimal risk transfers in insurance groups
- Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
- Optimal risk transfer under quantile-based risk measurers
- Convex ordering for insurance preferences
- The optimal insurance under disappointment theories
- Optimal reinsurance under variance related premium principles
- Optimal layer reinsurance on the maximization of the adjustment coefficient
- Optimal reinsurance in the presence of counterparty default risk
- The optimal reinsurance strategy -- the individual claim case
- Multidimensional credibility: a new approach based on joint distribution function
- scientific article; zbMATH DE number 5027121 (Why is no real title available?)
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