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Insurer’s optimal reinsurance strategies
4 references·7 citing·34 second hop
Insurer’s optimal reinsurance strategies (2000)Insurer’s optimal reinsurance strategiesPractical Risk Theory for Actuaries. (1994)Practical Risk Theory for Act…Practical risk theory for actuaries. (1994)Practical risk theory for act…On convex principles of premium calculation (1985)On convex principles of premi…Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …Optimal reinsurance with premium constraint under distortion risk measures (2014)Optimal reinsurance with prem…Optimal insurance under the insurer’s risk constraint (2007)Optimal insurance under the i…Unifying framework for optimal insurance (2005)Unifying framework for optima…Reinsurance Arrangements Maximizing Insurer's Survival Probability (2004)Reinsurance Arrangements Maxi…Optimal retention levels, given the joint survival of cedent and reinsurer (2004)Optimal retention levels, giv…Mean-Variance Optimal Reinsurance Arrangements (2004)Mean-Variance Optimal Reinsur…An extension of Arrow’s result on optimality of a stop loss contract (2004)An extension of Arrow’s resul…Mathematical Methods in Risk Theory. (1971)On minimizing the ruin probability by investment and reinsurance (2002)Insurance: Mathematics and Economics (2004)Lee-Carter mortality forecasting: application to the Italian population (2005)Optimal joint survival reinsurance: An efficient frontier approach (2010)On Pareto-optimal reinsurance with constraints under distortion risk measures (2017)Premium Calculation by Transforming the Layer Premium Density (1996)Uncertainty and The Welfare Economics of Medical Care (2001)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)The optimal insurance under disappointment theories (2015)Essays in the Theory of Risk-Bearing. (1972)Methods of Mathematical Finance (1998)A methodology for integrated critical spare parts and insurance management (2015)An introduction to mathematical risk theory (1979)An Economic Premium Principle (1980)Utility Functions (1998)Optimal insurance under Wang’s premium principle (1999)Optimal reinsurance under mean-variance premium principles (2001)Modelling Extremal Events (1997)Stochastic Processes for Insurance and Finance (2000)Stochastic Processes for Insurance and Finance (2001)Risk measures and comonotonicity (2006)Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (2007)Optimal reinsurance under VaR and CTE risk measures (2008)The role of a representative reinsurer in optimal reinsurance (2016)Loss Models: From Data to Decisions (1999)Optimal reinsurance and asset allocation under regime switching (2015)Minimizing the probability of ruin: Optimal per-loss reinsurance (2018)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Controlled diffusion models for optimal dividend pay-out (1997)Inf-convolution of risk measures and optimal risk transfer (2005)A discussion of parameter and model uncertainty in insurance (2000)Finite and infinite time ruin probabilities in a stochastic economic environment (2001)Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998] (1999)
this work references cited by second hop

References

  • 1970Mathematical Methods in Risk Theory718 cited
  • 1994Practical risk theory for actuaries.205 cited
  • 1994Practical Risk Theory for Actuaries.197 cited
  • 1985On convex principles of premium calculation191 cited

Cited by

  • 2004Mean-Variance Optimal Reinsurance Arrangements58 cited
  • 2004Reinsurance Arrangements Maximizing Insurer's Survival Probability54 cited
  • 2004Optimal retention levels, given the joint survival of cedent and reinsurer48 cited
  • 2005Unifying framework for optimal insurance41 cited
  • 2007Optimal insurance under the insurer’s risk constraint38 cited
  • 2014Optimal reinsurance with premium constraint under distortion risk measures37 cited
  • 2004An extension of Arrow’s result on optimality of a stop loss contract33 cited

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