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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Einführung"
~type_genre:"Übersichtsarbeit"
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Search: subject:"Pareto-Optimum"
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19
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8
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7
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7
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6
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1
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:
2
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:
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
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:
5
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:
6
Multi-period risk sharing under financial fairness
Bao, Hailong
;
Ponds, Eduard
;
Schumacher, Johannes M.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 49-66
Persistent link: https://www.econbiz.de/10011691513
Saved in:
7
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:
8
Risk aggregation in multivariate dependent Pareto distributions
Sarabia Alzaga, José Maria
;
Gómez-Déniz, Emilio
; …
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 154-163
Persistent link: https://www.econbiz.de/10011630633
Saved in:
9
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
10
Modelling lifetime dependence for older ages using a multivariate Pareto distribution
Alai, Daniel H.
;
Landsman, Zinoviy
;
Sherris, Michael
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 272-285
Persistent link: https://www.econbiz.de/10011597294
Saved in:
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