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isPartOf:"Convergence of capital and insurance markets"
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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Measurement"
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Ghossoub, Mario
2
Assa, Hirbod
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Boonen, Tim J.
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Castaño-Martínez, A.
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Cheung, Ka Chun
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Jiang, Wenjun
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Lu, ZhiYi
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Major, John A.
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Millossovich, Pietro
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Convergence of capital and insurance markets
Insurance / Mathematics & economics
ASTIN bulletin : the journal of the International Actuarial Association
2
Computational economics
1
European journal of operational research : EJOR
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Journal of mathematical finance
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ECONIS (ZBW)
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1
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
2
Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
Saved in:
3
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
Saved in:
4
On a family of risk measures based on largest claims
Castaño-Martínez, A.
;
Pigueiras, G.
;
Sordo, M. A.
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 92-97
Persistent link: https://www.econbiz.de/10012058833
Saved in:
5
Distortion measures and homogeneous financial derivatives
Major, John A.
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 82-91
Persistent link: https://www.econbiz.de/10011825390
Saved in:
6
Euler allocations in the presence of non-linear reinsurance : comment on Major (2018)
Pesenti, Silvana M.
;
Tsanakas, Andreas
;
Millossovich, Pietro
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011944091
Saved in:
7
Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer's risk limit
Lu, ZhiYi
;
Meng, LiLi
;
Wang, Yujing
;
Shen, Qingjie
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011492551
Saved in:
8
Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao
;
Weng, Chengguo
;
Tan, Ken Seng
; …
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
Saved in:
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