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Pareto-optimal reinsurance policies in the presence of individual risk constraints
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References

  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,128 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 2004Insurance: Mathematics and Economics1,332 cited
  • 1999Infinite Dimensional Analysis1,166 cited
  • 1979An introduction to mathematical risk theory914 cited
  • 2008Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead840 cited
  • 2010Handbook of Multicriteria Analysis362 cited
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  • 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
  • 2013Insurance: Mathematics and Economics239 cited
  • 1960An attempt to determine the optimum amount of stop loss reinsurance203 cited
  • 2010Optimal Reinsurance under VaR and CVaR Risk Measures: A Simplified Approach148 cited
  • 2013Financial portfolio management through the goal programming model: Current state-of-the-art128 cited
  • 2013Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles

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