Pages that link to "Item:Q1265930"

The following pages link to Optimal reinsurance and stop-loss order (Q1265930):

Displaying 27 items.

• Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator (Q322594) (← links)
• Model points and tail-VaR in life insurance (Q495485) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• Nash equilibria in optimal reinsurance bargaining (Q784435) (← links)
• How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
• Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
• Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• Systemic risk and copula models (Q1787919) (← links)
• Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
• On the existence of a representative reinsurer under heterogeneous beliefs (Q2273989) (← links)
• Optimal reinsurance via Dirac-Feynman approach (Q2282738) (← links)
• Equilibrium recoveries in insurance markets with limited liability (Q2283131) (← links)
• The fundamental theorem of mutual insurance (Q2364020) (← links)
• Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Optimal reinsurance with positively dependent risks (Q2427807) (← links)
• Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
• Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
• Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability (Q2665861) (← links)
• Heterogeneity and the need for capital in the individual model (Q3440845) (← links)
• Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)
• OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION (Q5152551) (← links)
• High dimensional Bernoulli distributions: algebraic representation and applications (Q6178587) (← links)