Pages that link to "Item:Q4575369"
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The following pages link to Optimal reinsurance with expectile (Q4575369):
Displaying 28 items.
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981) (← links)
- Tail asymptotics of generalized deflated risks with insurance applications (Q2374114) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
- Optimal reinsurance with default risk: a reinsurer's perspective (Q2666701) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- A constraint-free approach to optimal reinsurance (Q4562060) (← links)
- Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
- Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION (Q5152552) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- Extreme $$L^p$$-quantile Kernel Regression (Q5870997) (← links)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Composite bias‐reduced Lp‐quantile‐based estimators of extreme quantiles and expectiles (Q6059468) (← links)
- Multi-constrained optimal reinsurance model from the duality perspectives (Q6152693) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Parametric expectile regression and its application for premium calculation (Q6171958) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
- Optimal reinsurance under a new design: two layers and multiple reinsurers (Q6587741) (← links)
- Optimal insurance with mean-deviation measures (Q6607480) (← links)
- Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes (Q6620881) (← links)
