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Worst-case reinsurance strategy with likelihood ratio uncertainty
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- Journal:
- ASTIN Bulletin: The Journal of the IAA , First View
- Published online by Cambridge University Press:
- 20 February 2025, pp. 1-22
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OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 51 / Issue 2 / May 2021
- Published online by Cambridge University Press:
- 29 March 2021, pp. 607-629
- Print publication:
- May 2021
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OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 2 / May 2020
- Published online by Cambridge University Press:
- 11 May 2020, pp. 619-646
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- May 2020
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WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 50 / Issue 2 / May 2020
- Published online by Cambridge University Press:
- 12 March 2020, pp. 647-673
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- May 2020
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Estimating the Variance of Bootstrapped Risk Measures
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 1 / May 2009
- Published online by Cambridge University Press:
- 09 August 2013, pp. 199-223
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- May 2009
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