SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal reinsurance with premium constraint under distortion risk measures
16 references·1 citing·30 second hop
Optimal reinsurance with premium constraint under distortion risk measures (2014)Optimal reinsurance with premium constrai…Optimal reinsurance subject to Vajda condition (2013)Optimal reinsurance subject t…Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (2013)Optimal reinsurance minimizin…Optimal reinsurance arrangements in the presence of two reinsurers (2013)Optimal reinsurance arrangeme…Optimality of general reinsurance contracts under CTE risk measure (2011)Optimality of general reinsur…Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach (2010)Optimal Reinsurance under VaR…Optimal Reinsurance Revisited – A Geometric Approach (2010)Optimal Reinsurance Revisited…Optimal insurance in the presence of insurer’s loss limit (2009)Optimal insurance in the pres…Optimal reinsurance with general risk measures (2008)Optimal reinsurance with gene…Optimal reinsurance under VaR and CTE risk measures (2008)Optimal reinsurance under VaR…Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (2007)Optimal Retention for a Stop-…Risk measures and comonotonicity (2006)Risk measures and comonotonic…Optimal reinsurance under convex principles of premium calculation (2005)Optimal reinsurance under con…Optimal reinsurance under general risk measures (2004)Optimal reinsurance under gen…Optimal reinsurance under mean-variance premium principles (2001)Optimal reinsurance under mea…Insurer’s optimal reinsurance strategies (2000)Insurer’s optimal reinsurance…An attempt to determine the optimum amount of stop loss reinsurance (1960)An attempt to determine the o…The role of a representative reinsurer in optimal reinsurance (2016)The role of a representative …Coherent Measures of Risk (1999)The concept of comonotonicity in actuarial science and finance: theory (2002)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)Optimal Reinsurance with General Premium Principles (2011)A risk-averse marketing strategy and its effect on coordination activities in a remanufacturing supply chain under market fluctuation (2017)Uncertainty and The Welfare Economics of Medical Care (2001)Convex measures of risk and trading constraints (2002)Characterizations of optimal reinsurance treaties: a cost-benefit approach (2015)Marginal Indemnification Function formulation for optimal reinsurance (2015)Insurance with multiple insurers: A game-theoretic approach (2017)Conditional value-at-risk for general loss distributions (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Optimal Reinsurance Arrangements Under Tail Risk Measures (2009)A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (2017)Optimal reinsurance designs based on risk measures: a review (2020)Quantitative Risk Management: Concepts, Techniques, and Tools (2006)Quantile-Based Risk Sharing (2018)An introduction to mathematical risk theory (1979)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Modelling Extremal Events (1997)Stochastic Processes for Insurance and Finance (2001)Loss Models: From Data to Decisions (1999)Portfolio optimization with conditional value-at-risk objective and constraints (2001)The Dual Theory of Choice under Risk (1987)The Pricing of Options and Corporate Liabilities (1973)PORTFOLIO CHOICE VIA QUANTILES (2010)Optimal Capital Allocation Principles (2011)Model uncertainty and VaR aggregation (2013)Theory of games and economic behavior (2019)Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (2019)
this work references cited by second hop

References

  • 2006Risk measures and comonotonicity311 cited
  • 2007Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures274 cited
  • 2008Optimal reinsurance under VaR and CTE risk measures256 cited
  • 1960An attempt to determine the optimum amount of stop loss reinsurance203 cited
  • 2001Optimal reinsurance under mean-variance premium principles190 cited
  • 2010Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach148 cited
  • 2010Optimal Reinsurance Revisited – A Geometric Approach131 cited
  • 2008Optimal reinsurance with general risk measures130 cited
  • 2013Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles121 cited
  • 2011Optimality of general reinsurance contracts under CTE risk measure80 cited
  • 2005Optimal reinsurance under convex principles of premium calculation78 cited
  • 2004Optimal reinsurance under general risk measures71 cited
  • 2000Insurer’s optimal reinsurance strategies65 cited
  • 2009Optimal insurance in the presence of insurer’s loss limit51 cited
  • 2013Optimal reinsurance arrangements in the presence of two reinsurers47 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2013Optimal reinsurance subject to Vajda condition43 cited
  • Cited by

    • 2016The role of a representative reinsurer in optimal reinsurance35 cited