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Pareto efficiency
19
Pareto-Optimum
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8
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7
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6
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Insurance / Mathematics & economics
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88
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56
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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
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
Saved in:
3
Risk measures induced by efficient insurance contracts
Wang, Qiuqi
;
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 56-65
Persistent link: https://www.econbiz.de/10013198326
Saved in:
4
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:
5
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
6
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:
7
Cyber claim analysis using Generalized Pareto regression trees with applications to insurance
Farkas, Sébastien
;
Lopez, Olivier
;
Thomas, Maud
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 92-105
Persistent link: https://www.econbiz.de/10012545270
Saved in:
8
Pareto-optimal insurance contracts with premium budget and minimum charge constraints
Asimit, Alexandru V.
;
Cheung, Ka Chun
;
Chong, Wing Fung
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 17-27
Persistent link: https://www.econbiz.de/10012419220
Saved in:
9
Characterizing optimal allocations in quantile-based risk sharing
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 288-300
Persistent link: https://www.econbiz.de/10012294136
Saved in:
10
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
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