Pages that link to "Item:Q3352343"

The following pages link to Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient (Q3352343):

Displaying 21 items.

• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265) (← links)
• Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915) (← links)
• Extensions of Ohlin's lemma with applications to optimal reinsurance structures (Q1318554) (← links)
• Reinsurance and ruin (Q1381143) (← links)
• Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model. (Q1413298) (← links)
• Ruin probability and time of ruin with a proportional reinsurance threshold strategy (Q1939094) (← links)
• Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
• Optimal prevention strategies in the classical risk model (Q2306103) (← 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 reinsurance with positively dependent risks (Q2427807) (← links)
• Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
• An extension of Arrow's result on optimality of a stop loss contract (Q2485525) (← links)
• Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868) (← links)
• Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
• VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance (Q5029086) (← links)
• Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition (Q5078577) (← links)
• Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)