de Moura, A. Bugalho; Centeno, M. L. Optimal reinsurance of dependent risks. (English) Zbl 1491.62153 REVSTAT 20, No. 2, 135-177 (2022). MSC: 62P05 91G05 PDFBibTeX XMLCite \textit{A. B. de Moura} and \textit{M. L. Centeno}, REVSTAT 20, No. 2, 135--177 (2022; Zbl 1491.62153)
Guerra, Manuel; Centeno, M. L. Are quantile risk measures suitable for risk-transfer decisions? (English) Zbl 1262.91093 Insur. Math. Econ. 50, No. 3, 446-461 (2012). Reviewer: Ryszard Doman (Poznań) MSC: 91B30 62P05 90C90 PDFBibTeX XMLCite \textit{M. Guerra} and \textit{M. L. Centeno}, Insur. Math. Econ. 50, No. 3, 446--461 (2012; Zbl 1262.91093) Full Text: DOI
Centeno, M. L.; Guerra, M. The optimal reinsurance strategy – the individual claim case. (English) Zbl 1231.91151 Insur. Math. Econ. 46, No. 3, 450-460 (2010). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{M. L. Centeno} and \textit{M. Guerra}, Insur. Math. Econ. 46, No. 3, 450--460 (2010; Zbl 1231.91151) Full Text: DOI