The optimal retrospective reinsurance with the minimum risk-adjusted value
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Publication:6141815
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Cites work
- scientific article; zbMATH DE number 3159879 (Why is no real title available?)
- Average value-at-risk minimizing reinsurance under Wang's premium principle with constraints
- Empirical approach for optimal reinsurance design
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- Optimal insurance under Wang's premium principle.
- Optimal reinsurance in relation to ordering of risks
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
- Optimal reinsurance under VaR and CTE risk measures
- Optimal reinsurance under VaR and CVaR risk measures a simplified approach
- Optimal reinsurance under variance related premium principles
- Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures
- Optimal reinsurance with general premium principles
- Optimal reinsurance with limited ceded risk: a stochastic dominance approach
- Optimal risk transfers in insurance groups
- Reinsurance arrangements minimizing the risk-adjusted value of an insurer's liability
- Reinsurance. Actuarial and statistical aspects
- Risk measures based on behavioural economics theory
- Stochastic finance. An introduction in discrete time
- The design of an optimal retrospective rating plan
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
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