Pages that link to "Item:Q1616057"
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The following pages link to On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057):
Displaying 16 items.
- Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
- Revisiting the optimal insurance design under adverse selection: distortion risk measures and tail-risk overestimation (Q2138627) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
- Risk sharing with multiple indemnity environments (Q2239902) (← links)
- A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
- Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
