Pages that link to "Item:Q4563801"

The following pages link to A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801):

Displaying 34 items.

• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
• Pareto-optimal reinsurance policies in the presence of individual risk constraints (Q1730722) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach (Q2004220) (← links)
• Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
• Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← 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)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
• The effect of risk constraints on the optimal insurance policy (Q2677932) (← links)
• A constraint-free approach to optimal reinsurance (Q4562060) (← links)
• Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
• Pareto-optimal insurance under heterogeneous beliefs and incentive compatibility (Q5042790) (← links)
• Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
• OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
• UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Discussion of “optimal reinsurance designs based on risk measures: a review” by Jun Cai and Yichun Chi (Q5880022) (← links)
• Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
• Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
• Pareto-optimal reinsurance with default risk and solvency regulation (Q6163065) (← links)
• Bowley solution under the reinsurer's default risk (Q6199666) (← links)
• Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)
• Robust insurance design with distortion risk measures (Q6565410) (← links)
• Optimal insurance with mean-deviation measures (Q6607480) (← links)