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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~isPartOf:"Insurance / Mathematics & economics"
~source:"econis"
~subject:"Pareto-Optimum"
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Pareto-Optimum
Rückversicherung
186
Reinsurance
174
Theorie
110
Theory
110
Risikomodell
53
Risk model
53
Portfolio selection
50
Portfolio-Management
50
Risk management
37
Risikomanagement
36
Risk
36
Risiko
34
Risk measure
33
Risikomaß
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Stochastic process
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Stochastischer Prozess
32
Optimal reinsurance
19
Insurance
16
Measurement
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Messung
16
Game theory
14
Spieltheorie
14
Versicherung
14
Time consistency
12
Zeitkonsistenz
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Control theory
11
Kontrolltheorie
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Nash equilibrium
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Nash-Gleichgewicht
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Proportional reinsurance
11
USA
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United States
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Disaster
10
Investment
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Katastrophe
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Probability theory
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Robust statistics
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Robustes Verfahren
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Jiang, Wenjun
3
Ren, Jiandong
3
Cai, Jun
2
Ghossoub, Mario
2
Hong, Hanping
2
Boonen, Tim J.
1
Cheung, Ka Chun
1
Fang, Ying
1
Li, Zhi
1
Liu, Haiyan
1
Luo, Shangzhen
1
Sung, K. C. J.
1
Wang, Ruodu
1
Willmot, Gordon E.
1
Yam, Sheung Chi Phillip
1
Yang, Chen
1
Zeng, Xudong
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Discussion paper / Department of Business and Management Science
1
Documents de recherche / ESSEC Centre de Recherche
1
ESSEC Working Paper 1522
1
European journal of operational research : EJOR
1
Financial Institutions Center
1
NHH Dept. of Finance & Management Science Discussion Paper
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Université Catholique de Louvain, Département des Sciences Economiques, Centre de Recherches Interdisciplinaires Droit-Economie, Working Paper
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ECONIS (ZBW)
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1
Equilibria and efficiency in a reinsurance market
Zhu, Michael B.
;
Ghossoub, Mario
;
Boonen, Tim J.
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 24-49
Persistent link: https://www.econbiz.de/10014466203
Saved in:
2
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:
3
Pareto-optimal reinsurance policies with maximal synergy
Jiang, Wenjun
;
Hong, Hanping
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 185-198
Persistent link: https://www.econbiz.de/10012482847
Saved in:
4
On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
Jiang, Wenjun
;
Ren, Jiandong
;
Yang, Chen
;
Hong, Hanping
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 173-184
Persistent link: https://www.econbiz.de/10011990631
Saved in:
5
Pareto-optimal reinsurance arrangements under general model settings
Cai, Jun
;
Liu, Haiyan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011783878
Saved in:
6
Risk-minimizing reinsurance protection for multivariate risks
Cheung, Ka Chun
;
Sung, K. C. J.
;
Yam, Sheung Chi Phillip
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 219-236
Persistent link: https://www.econbiz.de/10010340221
Saved in:
7
Stochastic Pareto-optimal reinsurance policies
Zeng, Xudong
;
Luo, Shangzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010227906
Saved in:
8
Optimal reciprocal reinsurance treaties under the joint survival probability and the joint profitable probability
Cai, Jun
;
Fang, Ying
;
Li, Zhi
;
Willmot, Gordon E.
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10009729146
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