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Optimality of general reinsurance contracts under CTE risk measure
Ken Seng Tan, (2011)
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa, (2015)
Risk Measures Induced by Efficient Insurance Contracts
Wang, Qiuqi, (2021)
Cooperative games with general deviation measures
Grechuk, Bogdan, (2013)
Risk averse decision making under catastrophic risk
Grechuk, Bogdan, (2014)
Maximum entropy principle with general deviation measures
Grechuk, Bogdan, (2009)