Pages that link to "Item:Q2260946"

The following pages link to Optimal reinsurance under risk and uncertainty (Q2260946):

Displaying 32 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
• Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
• Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
• Robust reinsurance contracts with uncertainty about jump risk (Q1754197) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
• Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• Golden options in financial mathematics (Q2323338) (← links)
• On the uncertainty of VaR of individual risk (Q2332768) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
• Regret-based optimal insurance design (Q2670106) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (Q4563786) (← links)
• A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
• CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
• Optimal insurance in the presence of reinsurance (Q4577192) (← links)
• Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
• Robust reinsurance contract with learning and ambiguity aversion (Q5042791) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Optimal Reinsurance Under the Risk-Adjusted Value of an Insurer’s Liability and an Economic Reinsurance Premium Principle (Q5379235) (← links)
• Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai (Q5880020) (← links)
• Robust insurance design with distortion risk measures (Q6565410) (← links)
• V@R representation theorems in ambiguous frameworks (Q6574568) (← links)