Pages that link to "Item:Q938052"

The following pages link to Optimal reinsurance under VaR and CTE risk measures (Q938052):

Displaying 50 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• Optimal VaR-based risk management with reinsurance (Q286007) (← 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)
• Optimal risk transfers in insurance groups (Q362045) (← 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)
• The optimal insurance under disappointment theories (Q495453) (← links)
• Convex ordering for insurance preferences (Q495510) (← links)
• Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← 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)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Behavioral optimal insurance (Q654822) (← links)
• The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
• Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← 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 non-life reinsurance under Solvency II regime (Q896767) (← links)
• Efficient risk allocation within a non-life insurance group under Solvency II regime (Q903332) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
• Insurance choice under third degree stochastic dominance (Q1622530) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Optimal insurance design with a bonus (Q1681091) (← 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)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• Insurance with heterogeneous preferences (Q2092781) (← 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)
• Pareto-optimal insurance contracts with premium budget and minimum charge constraints (Q2212154) (← links)
• Optimal insurance strategy in the individual risk model under a stochastic constraint on the value of the final capital (Q2290401) (← links)
• Convex risk functionals: representation and applications (Q2292181) (← links)
• Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• On the uncertainty of VaR of individual risk (Q2332768) (← links)
• Optimal reinsurance under distortion risk measures and expected value premium principle for reinsurer (Q2341611) (← links)
• A reinsurance game between two insurance companies with nonlinear risk processes (Q2347061) (← links)