Pages that link to "Item:Q1423368"
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The following pages link to Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368):
Displaying 16 items.
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
- A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (Q659093) (← links)
- Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
- A non-linear mixed model approach for excess of loss benchmark rating (Q1707550) (← links)
- Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- Manage pension deficit with heterogeneous insurance (Q2152259) (← links)
- On minimizing the ultimate ruin probability of an insurer by reinsurance (Q2336999) (← links)
- De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
- A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC (Q5138672) (← links)
