Results 141 to 150 of about 1,420 (168)

Robust reinsurance contracts with uncertainty about jump risk

European Journal of Operational Research, 2018
Shou Chen, Duni Hu
exaly  

REINSURANCE

1967
openaire   +1 more source

Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles

Insurance: Mathematics and Economics, 2013
Jingping Yang
exaly  

Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework

Insurance: Mathematics and Economics, 2019
Yang Shen
exaly  

Reinsurance

2021
openaire   +1 more source

On optimal reinsurance policy with distortion risk measures and premiums

Insurance: Mathematics and Economics, 2015
Hirbod Assa
exaly  

Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle

European Journal of Operational Research, 2020
Ken Seng Tan, Shengchao Zhuang, Pengyu Wei   +2 more
exaly  

Valuation of catastrophe reinsurance with catastrophe bonds

Insurance: Mathematics and Economics, 2007
Min-Teh Yu, Jin-Ping Lee
exaly  

Robust reinsurance contracts in continuous time

Scandinavian Actuarial Journal, 2018
Shou Chen, Duni Hu
exaly  

Reinsurance

2010
openaire   +2 more sources