Pages that link to "Item:Q3632830"

The following pages link to Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (Q3632830):

Displaying 50 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Natural risk measures (Q317544) (← links)
• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
• An optimal co-reinsurance strategy (Q343986) (← links)
• VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
• Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
• Optimal proportional reinsurance with common shock dependence (Q495436) (← links)
• The optimal insurance under disappointment theories (Q495453) (← links)
• Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium (Q545460) (← links)
• Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
• A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Behavioral optimal insurance (Q654822) (← links)
• On a multivariate Pareto distribution (Q659227) (← links)
• Optimal quota-share and stop-loss reinsurance from the perspectives of insurer and reinsurer (Q721540) (← links)
• Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856) (← links)
• Optimal insurance with belief heterogeneity and incentive compatibility (Q784399) (← 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)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
• Minimizing measures of risk by saddle point conditions (Q984899) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
• The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Optimal insurance design with a bonus (Q1681091) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process (Q1727315) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
• Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
• Nonparametric estimation of conditional marginal excess moments (Q2101474) (← links)
• Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← 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)
• Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073) (← links)
• Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
• Transform approach for discounted aggregate claims in a risk model with descendant claims (Q2212272) (← links)
• Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)