SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The role of a representative reinsurer in optimal reinsurance
16 references·1 citing·42 second hop
The role of a representative reinsurer in optimal reinsurance (2016)The role of a representative reinsurer in…OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (2013)OPTIMAL INSURANCE DESIGN UNDE…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 Reinsurance Arrangements Under Tail Risk Measures (2009)Optimal Reinsurance Arrangeme…Risk measures and comonotonicity (2006)Risk measures and comonotonic…Cumulative prospect theory and the St. Petersburg paradox (2005)Cumulative prospect theory an…UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)UNCERTAINTY AND THE WELFARE E…On the coherence of expected shortfall (2002)On the coherence of expected …Uncertainty and The Welfare Economics of Medical Care (2001)Uncertainty and The Welfare E…A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)A Class of Distortion Operato…Optimal insurance under Wang’s premium principle (1999)Optimal insurance under Wang’…Axiomatic characterization of insurance prices (1997)Axiomatic characterization of…Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995)Insurance pricing and increas…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…An attempt to determine the optimum amount of stop loss reinsurance (1960)An attempt to determine the o…Reinsurance games with two reinsurers: Tree versus chain (2023)Reinsurance games with two re…Essays in Positive Economics. (1954)The Strategy of Conflict (1960)Economic Welfare and the Allocation of Resources for Invention (1962)Chapter 11 The anatomy of health insurance (2000)Handbook of Health Economics (2001)Why Some Things Should Not Be for Sale (2010)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk (2006)Constructing Uncertainty Sets for Robust Linear Optimization (2009)A theory of anticipated utility (1982)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Subjective probability and expected utility without additivity (2004)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Lectures on Stochastic Programming: Modeling and Theory (2009)Quantitative Risk Management (2011)Theory of Games and Economic Behavior (1945)A solution approach to valuation with unhedgeable risks (2001)Measures of risk (2002)Dynamic coherent risk measures (2004)Theory of games and economic behavior (2019)Insurance Risk and Ruin (2005)New Measures for Performance Evaluation (2008)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)The Theory of Incentives: The Principal-Agent Model (2001)Information and the Change in the Paradigm in Economics (2002)PORTFOLIO CHOICE VIA QUANTILES (2010)Optimal Capital Allocation Principles (2011)Model uncertainty and VaR aggregation (2013)Optimal Reinsurance with General Premium Principles (2011)Marginal Indemnification Function formulation for optimal reinsurance (2015)Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (2019)
this work references cited by second hop

References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,078 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 2001Uncertainty and The Welfare Economics of Medical Care1,467 cited
  • 2000A Class of Distortion Operators for Pricing Financial and Insurance Risks650 cited
  • 1997Axiomatic characterization of insurance prices535 cited
  • 1995Insurance pricing and increased limits ratemaking by proportional hazards transforms338 cited
  • 2006Risk measures and comonotonicity311 cited
  • 1960An attempt to determine the optimum amount of stop loss reinsurance203 cited
  • 2005Cumulative prospect theory and the St. Petersburg paradox168 cited
  • 1999Optimal insurance under Wang’s premium principle156 cited
  • 2010Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach148 cited
  • 2010Optimal Reinsurance Revisited – A Geometric Approach131 cited
  • 2009Optimal Reinsurance Arrangements Under Tail Risk Measures126 cited
  • 2013

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

OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY
124 cited

Cited by

  • 2023Reinsurance games with two reinsurers: Tree versus chain35 cited