scientific article; zbMATH DE number 7793064
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Publication:6141815
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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
Title of this publication is not available (Why is that?)
Cites Work
- Reinsurance
- Optimal reinsurance in relation to ordering of risks
- Stochastic finance. An introduction in discrete time
- Optimal insurance under Wang's premium principle.
- Optimal reinsurance with general premium principles
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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
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- 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
- Optimal risk transfers in insurance groups
- VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance
- 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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