Showing results 1 to 6 of 6
Title | Author(s) | Issue Date | |
---|---|---|---|
A marginal indemnity function approach to optimal reinsurance under the Vajda condition Journal:European Journal of Operational Research | 2022 | ||
Bilateral risk sharing in a comonotone market with rank-dependent utilities Journal:Insurance: Mathematics and Economics | 2022 | ||
Bowley Insurance with Expected Utility Maximization of the Policyholders Journal:North American Actuarial Journal | 19-Jul-2023 | ||
MEAN-VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY Journal:ASTIN Bulletin | 2022 | ||
Pareto-optimal reinsurance with default risk and solvency regulation Journal:Probability in the Engineering and Informational Sciences | 2023 | ||
Robust insurance design with distortion risk measures Journal:European Journal of Operational Research | 16-Jul-2024 |