The optimal retrospective reinsurance with the minimum risk-adjusted value
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Publication:6141815
Authors:
Publication date: 23 January 2024
Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2023.03.003
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- Optimal reinsurance under VaR and CVaR risk measures a simplified approach
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Optimal reinsurance under VaR and CTE risk measures
- Optimal reinsurance under variance related premium principles
- Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability
- Optimal reinsurance with limited ceded risk: a stochastic dominance approach
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- Empirical approach for optimal reinsurance design
- Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
- Title not available (Why is that?)
- Risk measures based on behavioural economics theory
- Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints
- The design of an optimal retrospective rating plan
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