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An attempt to determine the optimum amount of stop loss reinsurance
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An attempt to determine the optimum amount of stop loss reinsurance (1960)An attempt to determine the optimum amoun…Optimal reinsurance designs based on risk measures: a review (2020)Optimal reinsurance designs b…Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (2019)Robust optimal proportional r…Robust and Pareto optimality of insurance contracts (2017)Robust and Pareto optimality …Insurance with multiple insurers: A game-theoretic approach (2017)Insurance with multiple insur…Marginal Indemnification Function formulation for optimal reinsurance (2015)Marginal Indemnification Func…Characterizations of optimal reinsurance treaties: a cost-benefit approach (2015)Characterizations of optimal …Optimal reinsurance under risk and uncertainty (2014)Optimal reinsurance under ris…On optimal reinsurance policy with distortion risk measures and premiums (2014)On optimal reinsurance policy…Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting (2013)Optimal reinsurance policies …Optimal Reinsurance with General Premium Principles (2011)Optimal Reinsurance with Gene…Optimal reinsurance under general law-invariant risk measures (2011)Optimal reinsurance under gen…Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (2007)Optimal reinsurance policy: T…The optimal reinsurance treaty (1969)The optimal reinsurance treatyOn Optimal Reinsurance (1966)On Optimal ReinsuranceThe Utility Concept Applied to the Theory of Insurance (1961)The Utility Concept Applied t…Reciprocal reinsurance treaties seen as a two-person co-operative game (1960)Reciprocal reinsurance treati…Theory of Games and Economic Behavior (1945)Expectation in Economics (1949)Non-Expected Utility and The Robustness of the Classical Insurance Paradigm (1995)Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (2002)An Extension of Arrow's Result on Optimal Reinsurance Contract (2008)Theory of games and economic behavior (2019)Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation (2000)Controlled Markov Processes and Viscosity Solutions (2005)Stochastic Integration and Differential Equations (2005)Optimal proportional reinsurance with common shock dependence (2015)Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence (2016)Optimality of excess-loss reinsurance under a mean–variance criterion (2017)Coherent Measures of Risk (1999)UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER (2015)American Economic Review (2019)A theory of anticipated utility (1982)Advances in prospect theory: Cumulative representation of uncertainty (1992)On the Shape of the Probability Weighting Function (1999)A NEYMAN-PEARSON PERSPECTIVE ON OPTIMAL REINSURANCE WITH CONSTRAINTS (2017)Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle (2019)The Dual Theory of Choice under Risk (1987)Pareto-Optimal Reinsurance Arrangements Under General Model Settings (2016)17. A Value for n-Person Games (1953)A value for n -person games (1988)Optimization of conditional value-at-risk (2000)A hybrid stochastic differential reinsurance and investment game with bounded memory (2021)An introduction to mathematical risk theory (1979)Maxmin expected utility with non-unique prior (1989)Aspects of Risk Theory (1991)Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks (2020)Axiomatic characterization of insurance prices (1997)On law invariant coherent risk measures (2001)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (2016)Risk-adjusted Bowley reinsurance under distorted probabilities (2019)Stochastic Finance: An Introduction in Discrete Time (2002)Optimal Reciprocal Reinsurance Treaties Under the Joint Survival Probability and the Joint Profitable Probability (2012)
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  • 2011Optimal Reinsurance with General Premium Principles112 cited
  • 2019Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps107 cited
  • 2015Marginal Indemnification Function formulation for optimal reinsurance104 cited
  • 2014On optimal reinsurance policy with distortion risk measures and premiums103 cited
  • 1969The optimal reinsurance treaty101 cited
  • 1961The Utility Concept Applied to the Theory of Insurance94 cited
  • 2017Insurance with multiple insurers: A game-theoretic approach90 cited
  • 2011Optimal reinsurance under general law-invariant risk measures86 cited
  • 2013Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting83 cited
  • 2015Characterizations of optimal reinsurance treaties: a cost-benefit approach77 cited
  • 2017Robust and Pareto optimality of insurance contracts74 cited
  • 1960Reciprocal reinsurance treaties seen as a two-person co-operative game71 cited
  • 1966On Optimal Reinsurance64 cited
  • 2007Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria59 cited

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  • 2014Optimal reinsurance under risk and uncertainty57 cited
  • 2020Optimal reinsurance designs based on risk measures: a review57 cited