Pages that link to "Item:Q5379120"

The following pages link to Empirical Approach for Optimal Reinsurance Design (Q5379120):

Displaying 16 items.

• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
• Optimal robust insurance with a finite uncertainty set (Q2421397) (← links)
• Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• Empirical tail risk management with model-based annealing random search (Q2700078) (← links)
• Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
• Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
• Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision (Q5241933) (← links)
• Response to Hans U. Gerber on His Comments on Our Paper Entitled ”Empirical Approach for Optimal Reinsurance Design” (Q5379151) (← links)
• Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions (Q5382571) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
• Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai (Q5880020) (← links)