Pages that link to "Item:Q1067339"

The following pages link to On convex principles of premium calculation (Q1067339):

Displaying 50 items.

• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• The optimal insurance under disappointment theories (Q495453) (← links)
• Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
• Behavioral optimal insurance (Q654822) (← links)
• On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
• The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
• Optimal risk transfer for agents with germs (Q661203) (← links)
• On optimal allocation of risk vectors (Q661232) (← links)
• Decision principles derived from risk measures (Q661251) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
• Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
• Optimal reinsurance under general risk measures (Q868316) (← links)
• Unifying framework for optimal insurance (Q882860) (← links)
• Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
• The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
• Optimal insurance under the insurer's risk constraint (Q931186) (← links)
• Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
• An optimal insurance strategy for an individual under an intertemporal equilibrium (Q939360) (← links)
• Minimizing measures of risk by saddle point conditions (Q984899) (← links)
• Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
• Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265) (← links)
• The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
• To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• On robust premium principles (Q1086964) (← links)
• A note on experience rating, reinsurance and premium principles (Q1336887) (← links)
• Actuarial bridges to dynamic hedging and option pricing (Q1381457) (← links)
• Using Choquet integral in economics (Q1402918) (← links)
• A fair procedure in insurance (Q1413339) (← links)
• Insurer's optimal reinsurance strategies (Q1584588) (← links)
• Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
• Robust return risk measures (Q1702877) (← links)
• Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
• Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
• Optimal reinsurance in relation to ordering of risks (Q1824976) (← links)
• Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
• Optimal insurance under Wang's premium principle. (Q1962820) (← links)
• Generalized quantiles as risk measures (Q2015471) (← links)
• Law-invariant functionals that collapse to the mean (Q2034153) (← links)
• Extended gradient of convex function and capital allocation (Q2083970) (← links)
• Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
• Regime switching optimal growth model with risk sensitive preferences (Q2164326) (← links)
• Parametric measures of variability induced by risk measures (Q2172051) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)