16 results
Optimal reinsurance design under distortion risk measures and reinsurer’s default risk with partial recovery
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 54 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 04 October 2024, pp. 738-766
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- September 2024
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On optimal reinsurance in the presence of premium budget constraint and reinsurer’s risk limit
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- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 20 March 2024, pp. 1-28
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Reinsurance games with $\boldsymbol{{n}}$ variance-premium reinsurers: from tree to chain
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- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 3 / September 2023
- Published online by Cambridge University Press:
- 11 July 2023, pp. 706-728
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- September 2023
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Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
- Published online by Cambridge University Press:
- 21 February 2023, pp. 874-894
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- September 2023
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OPTIMAL REINSURANCE FROM THE VIEWPOINTS OF BOTH AN INSURER AND A REINSURER UNDER THE CVAR RISK MEASURE AND VAJDA CONDITION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 12 April 2021, pp. 631-659
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- May 2021
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OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION
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- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 29 March 2021, pp. 607-629
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- May 2021
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Stochastic comparisons of largest-order statistics for proportional reversed hazard rate model and applications
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- Journal:
- Journal of Applied Probability / Volume 57 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 04 September 2020, pp. 832-852
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- September 2020
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ON MARINE LIABILITY PORTFOLIO MODELING
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 1 / January 2020
- Published online by Cambridge University Press:
- 13 December 2019, pp. 61-93
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- January 2020
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Optimal reinsurance: a reinsurer’s perspective
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- Journal:
- Annals of Actuarial Science / Volume 12 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 04 September 2017, pp. 147-184
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OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 46 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 14 December 2015, pp. 815-849
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- September 2016
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Average Value-at-Risk Minimizing Reinsurance Under Wang's Premium Principle with Constraints
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- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 2 / November 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 575-600
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- November 2012
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Reinsurance Arrangements Minimizing the Risk-Adjusted Value of an Insurer's Liability
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- ASTIN Bulletin: The Journal of the IAA / Volume 42 / Issue 2 / November 2012
- Published online by Cambridge University Press:
- 09 August 2013, pp. 529-557
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- November 2012
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Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
- Published online by Cambridge University Press:
- 09 August 2013, pp. 487-509
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- November 2011
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Optimal Reinsurance Revisited – Point of View of Cedent and Reinsurer
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
- Published online by Cambridge University Press:
- 09 August 2013, pp. 547-574
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- November 2011
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Optimal Reinsurance for Variance Related Premium Calculation Principles1
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 1 / May 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 97-121
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- May 2010
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On Experience Rating and Optimal Reinsurance
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 19 / Issue 2 / November 1989
- Published online by Cambridge University Press:
- 07 February 2018, pp. 153-178
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- November 1989
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