Optimal reinsurance under general law-invariant risk measures
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Cited in
(57)- Optimal reinsurance policy under a new distortion risk measure
- Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint
- Reinsurance contract design with adverse selection
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints
- Budget-constrained optimal insurance with belief heterogeneity
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- Optimal reinsurance with expectile
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- Optimal reinsurance under general risk measures
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- Optimal reinsurance with general risk measures
- Reinsurance of multiple risks with generic dependence structures
- The role of a representative reinsurer in optimal reinsurance
- Optimal insurance with mean-deviation measures
- How much is optimal reinsurance degraded by error?
- Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
- Pareto-optimal reinsurance arrangements under general model settings
- Robust and Pareto optimality of insurance contracts
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- Convex ordering for insurance preferences
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