Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Chiragiev, Arthur
and
Landsman, Zinoviy
2007.
Multivariate Pareto portfolios: TCE-based capital allocation and divided differences.
Scandinavian Actuarial Journal,
Vol. 2007,
Issue. 4,
p.
261.
Cai, Jun
Tan, Ken Seng
Weng, Chengguo
and
Zhang, Yi
2008.
Optimal reinsurance under VaR and CTE risk measures.
Insurance: Mathematics and Economics,
Vol. 43,
Issue. 1,
p.
185.
de Lourdes Centeno, Maria
and
Simões, Onofre
2009.
Optimal reinsurance.
RACSAM - Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales. Serie A. Matematicas,
Vol. 103,
Issue. 2,
p.
387.
Tan, Ken Seng
Weng, Chengguo
and
Zhang, Yi
2009.
VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance.
North American Actuarial Journal,
Vol. 13,
Issue. 4,
p.
459.
Balbás, Alejandro
Balbás, Beatriz
and
Heras, Antonio
2009.
Optimal reinsurance with general risk measures.
Insurance: Mathematics and Economics,
Vol. 44,
Issue. 3,
p.
374.
Escudero, Laureano F.
and
Ortega, Eva-María
2009.
How retention levels influence the variability of the total risk under reinsurance.
TOP,
Vol. 17,
Issue. 1,
p.
139.
Asimit, Alexandru V.
Furman, Edward
and
Vernic, Raluca
2010.
On a multivariate Pareto distribution.
Insurance: Mathematics and Economics,
Vol. 46,
Issue. 2,
p.
308.
Balbás, Alejandro
Balbás, Beatriz
and
Balbás, Raquel
2010.
Minimizing measures of risk by saddle point conditions.
Journal of Computational and Applied Mathematics,
Vol. 234,
Issue. 10,
p.
2924.
LIANG, ZHIBIN
and
GUO, JUNYI
2010.
OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK.
The ANZIAM Journal,
Vol. 51,
Issue. 4,
p.
449.
Cheung, Ka Chun
2010.
Optimal Reinsurance Revisited – A Geometric Approach.
ASTIN Bulletin,
Vol. 40,
Issue. 1,
p.
221.
Balbás, Alejandro
Balbás, Beatriz
and
Balbás, Raquel
2010.
New Developments in Multiple Objective and Goal Programming.
Vol. 638,
Issue. ,
p.
55.
Chi, Yichun
and
Tan, Ken Seng
2011.
Optimal Reinsurance with General Premium Principles.
SSRN Electronic Journal,
Balbás, Alejandro
Balbás, Beatriz
and
Heras, Antonio
2011.
Stable solutions for optimal reinsurance problems involving risk measures.
European Journal of Operational Research,
Vol. 214,
Issue. 3,
p.
796.
Yang, Xipei
Frees, Edward W.
and
Zhang, Zhengjun
2011.
A generalized beta copula with applications in modeling multivariate long-tailed data.
Insurance: Mathematics and Economics,
Vol. 49,
Issue. 2,
p.
265.
Tan, Ken Seng
Weng, Chengguo
and
Zhang, Yi
2011.
Optimality of general reinsurance contracts under CTE risk measure.
Insurance: Mathematics and Economics,
Vol. 49,
Issue. 2,
p.
175.
Zhou, Ming
Dong, Hongbin
and
Xu, Jingfeng
2011.
Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium.
Journal of Systems Science and Complexity,
Vol. 24,
Issue. 1,
p.
156.
Sung, K.C.J.
Yam, S.C.P.
Yung, S.P.
and
Zhou, J.H.
2011.
Behavioral optimal insurance.
Insurance: Mathematics and Economics,
Vol. 49,
Issue. 3,
p.
418.
Guerra, Manuel
and
Centeno, M.L.
2012.
Are quantile risk measures suitable for risk-transfer decisions?.
Insurance: Mathematics and Economics,
Vol. 50,
Issue. 3,
p.
446.
Chi, Yichun
2012.
Optimal reinsurance under variance related premium principles.
Insurance: Mathematics and Economics,
Vol. 51,
Issue. 2,
p.
310.
Bernard, Carole
2012.
Risk Sharing & Pricing in the Reinsurance Market.
SSRN Electronic Journal,