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Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.; Badescu, Alexandru M.; Cheung, Ka Chun - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
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Optimal risk transfer under quantile-based risk measurers
Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 252-265
Persistent link: https://www.econbiz.de/10009785397
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Asymptotics for risk capital allocations based on conditional tail expectation
Asimit, Alexandru V.; Furman, Edward; Tang, Qihe; … - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 310-324
Persistent link: https://www.econbiz.de/10009404721
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Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.; Hu, Junlei; Xie, Yuantao - In: Insurance / Mathematics & economics 87 (2019), pp. 67-81
Persistent link: https://www.econbiz.de/10012058915