Stable solutions for optimal reinsurance problems involving risk measures
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Publication:635196
DOI10.1016/J.EJOR.2011.05.035zbMATH Open1219.91064OpenAlexW2092698606MaRDI QIDQ635196FDOQ635196
Authors: Beatriz Balbás, Antonio Heras, Alejandro Balbás 
Publication date: 19 August 2011
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/13079
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Cited In (19)
- Pricing and risk management of interest rate swaps
- Stability of solutions in optimal reinsurance problem
- Robust insurance design with distortion risk measures
- Robust reinsurance contracts with uncertainty about jump risk
- Insurance with multiple insurers: a game-theoretic approach
- Concave distortion risk minimizing reinsurance design under adverse selection
- Risk sharing with multiple indemnity environments
- Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
- Robust and Pareto optimality of insurance contracts
- Optimal robust insurance with a finite uncertainty set
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition
- Optimal reinsurance from the perspectives of both an insurer and a reinsurer
- Optimal reinsurance under risk and uncertainty
- Optimal reinsurance with general premium principles
- Title not available (Why is that?)
- CDF formulation for solving an optimal reinsurance problem
- Bowley vs. Pareto optima in reinsurance contracting
- Omega ratio optimization with actuarial and financial applications
- Optimal reinsurance design under solvency constraints
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