Pages that link to "Item:Q998265"

The following pages link to Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265):

Displaying 40 items.

• 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)
• Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
• Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
• The optimal insurance under disappointment theories (Q495453) (← links)
• The optimal reinsurance strategy -- the individual claim case (Q659252) (← links)
• Optimal joint survival reinsurance: an efficient frontier approach (Q661206) (← links)
• Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
• Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
• Optimal insurance strategy design in a risk process under value-at-risk constraints on capital increments (Q828560) (← 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)
• An optimal investment strategy with maximal risk aversion and its ruin probability (Q1006559) (← links)
• A dynamic reinsurance theory (Q1199962) (← links)
• Optimal insurance design under background risk with dependence (Q1641137) (← links)
• Optimal limited stop-loss reinsurance under VaR, TVaR, and CTE risk measures (Q1664753) (← links)
• Risk process with a periodic reinsurance: choosing an optimal reinsurance strategy of a total risk (Q1675836) (← links)
• On randomized reinsurance contracts (Q1757612) (← links)
• An optimal reinsurance problem in the Cramér-Lundberg model (Q2014366) (← links)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
• An optimal reinsurance simulation model for non-life insurance in the Solvency II framework (Q2157214) (← links)
• Time dependent stop-loss reinsurance and exposure curves (Q2226274) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• De Vylder approximation to the optimal retention for a combination of quota-share and excess of loss reinsurance with partial information (Q2404539) (← links)
• An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Reinsurance of multiple risks with generic dependence structures (Q2665875) (← links)
• Optimal Reinsurance for Variance Related Premium Calculation Principles (Q3569708) (← links)
• Optimal Reinsurance Revisited – A Geometric Approach (Q3569712) (← links)
• Optimal proportional reinsurance from the point of view of cedent and reinsurer (Q4575471) (← links)
• Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
• Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
• Optimal premium allocation under stop-loss insurance using exposure curves (Q5074250) (← links)
• How Much Is Optimal Reinsurance Degraded by Error? (Q5090569) (← links)
• (Q5091888) (← links)
• Optimal insurance design under Vajda condition and exclusion clauses (Q5096008) (← links)
• Reinsurance contract design with adverse selection (Q5242230) (← links)
• Optimal insurance strategy in a risk process under a safety level imposed on the increments of the process (Q5878640) (← links)