Pages that link to "Item:Q634001"

The following pages link to Optimality of general reinsurance contracts under CTE risk measure (Q634001):

Displaying 39 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Optimal VaR-based risk management with reinsurance (Q286007) (← links)
• Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit (Q320272) (← links)
• An optimal co-reinsurance strategy (Q343986) (← links)
• Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
• Convex ordering for insurance preferences (Q495510) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← 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 retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
• Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
• Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
• Budget-constrained optimal insurance without the nonnegativity constraint on indemnities (Q1757606) (← links)
• Optimal reinsurance design for Pareto optimum: from the perspective of multiple reinsurers (Q1792779) (← links)
• Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
• Optimal reinsurance for both an insurer and a reinsurer under general premium principles (Q2129950) (← links)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Optimal reinsurance with general premium principles (Q2442514) (← links)
• Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
• Optimal reinsurance subject to Vajda condition (Q2446000) (← links)
• Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
• Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave (Q2921869) (← links)
• A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (Q4563801) (← links)
• CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
• Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
• Pareto-optimal reinsurance for both the insurer and the reinsurer with general premium principles (Q5077971) (← links)
• Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Empirical Approach for Optimal Reinsurance Design (Q5379120) (← links)
• VAR-BASED OPTIMAL PARTIAL HEDGING (Q5398352) (← links)
• Optimal reinsurance designs based on risk measures: a review (Q5880018) (← 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)
• (Q6200370) (← links)