Tan, Tao; Chen, Tao; Wu, Lijun; Sheng, Yuhong; Hu, Yijun VaR and CTE based optimal reinsurance from a reinsurer’s perspective. (English) Zbl 07553674 Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1915-1927 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{T. Tan} et al., Acta Math. Sci., Ser. B, Engl. Ed. 40, No. 6, 1915--1927 (2020; Zbl 07553674) Full Text: DOI OpenURL
Lu, ZhiYi; Meng, LiLi; Wang, Yujin; Shen, Qingjie Optimal reinsurance under VaR and TVaR risk measures in the presence of reinsurer’s risk limit. (English) Zbl 1369.91091 Insur. Math. Econ. 68, 92-100 (2016). MSC: 91B30 62P05 91G70 PDF BibTeX XML Cite \textit{Z. Lu} et al., Insur. Math. Econ. 68, 92--100 (2016; Zbl 1369.91091) Full Text: DOI OpenURL
Hu, Xiang; Yang, Hailiang; Zhang, Lianzeng Optimal retention for a stop-loss reinsurance with incomplete information. (English) Zbl 1348.91149 Insur. Math. Econ. 65, 15-21 (2015). MSC: 91B30 62P05 60E15 PDF BibTeX XML Cite \textit{X. Hu} et al., Insur. Math. Econ. 65, 15--21 (2015; Zbl 1348.91149) Full Text: DOI Link OpenURL
Lu, Zhiyi; Liu, Leping; Meng, Shengwang Optimal reinsurance with concave ceded loss functions under VaR and CTE risk measures. (English) Zbl 1291.91122 Insur. Math. Econ. 52, No. 1, 46-51 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Lu} et al., Insur. Math. Econ. 52, No. 1, 46--51 (2013; Zbl 1291.91122) Full Text: DOI OpenURL
Lu, ZhiYi; Liu, LePing; Zhang, JianYu; Meng, LiLi Optimal insurance under multiple sources of risk with positive dependence. (English) Zbl 1284.91253 Insur. Math. Econ. 51, No. 2, 462-471 (2012). MSC: 91B30 60E15 62P05 PDF BibTeX XML Cite \textit{Z. Lu} et al., Insur. Math. Econ. 51, No. 2, 462--471 (2012; Zbl 1284.91253) Full Text: DOI OpenURL
Tan, Ken Seng; Weng, Chengguo; Zhang, Yi Optimality of general reinsurance contracts under CTE risk measure. (English) Zbl 1218.91097 Insur. Math. Econ. 49, No. 2, 175-187 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{K. S. Tan} et al., Insur. Math. Econ. 49, No. 2, 175--187 (2011; Zbl 1218.91097) Full Text: DOI OpenURL
Cheung, Ka Chun Optimal reinsurance revisited - a geometric approach. (English) Zbl 1230.91070 Astin Bull. 40, No. 1, 221-239 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{K. C. Cheung}, ASTIN Bull. 40, No. 1, 221--239 (2010; Zbl 1230.91070) Full Text: DOI OpenURL
Furman, Edward; Zitikis, Ričardas Weighted premium calculation principles. (English) Zbl 1141.91509 Insur. Math. Econ. 42, No. 1, 459-465 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Furman} and \textit{R. Zitikis}, Insur. Math. Econ. 42, No. 1, 459--465 (2008; Zbl 1141.91509) Full Text: DOI OpenURL
Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi Optimal reinsurance under VaR and CTE risk measures. (English) Zbl 1140.91417 Insur. Math. Econ. 43, No. 1, 185-196 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Cai} et al., Insur. Math. Econ. 43, No. 1, 185--196 (2008; Zbl 1140.91417) Full Text: DOI OpenURL
Jones, Bruce L.; Zitikis, Ričardas Risk measures, distortion parameters, and their empirical estimation. (English) Zbl 1193.91065 Insur. Math. Econ. 41, No. 2, 279-297 (2007). MSC: 91B30 62N02 62P05 PDF BibTeX XML Cite \textit{B. L. Jones} and \textit{R. Zitikis}, Insur. Math. Econ. 41, No. 2, 279--297 (2007; Zbl 1193.91065) Full Text: DOI OpenURL
Furman, Edward; Landsman, Zinoviy On some risk-adjusted tail-based premium calculation principles. (English) Zbl 1192.91116 J. Actuar. Pract. 13, 175-190 (2006). MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. Furman} and \textit{Z. Landsman}, J. Actuar. Pract. 13, 175--190 (2006; Zbl 1192.91116) OpenURL
Kremer, E. On robust premium principles. (English) Zbl 0609.62135 Insur. Math. Econ. 5, 271-274 (1986). MSC: 62P05 PDF BibTeX XML Cite \textit{E. Kremer}, Insur. Math. Econ. 5, 271--274 (1986; Zbl 0609.62135) Full Text: DOI OpenURL
LeMaire, Jean; Vandermeulen, Élisabeth Une propriété du principe de l’espérance mathématique. (French) Zbl 0545.62072 Bull. Trimest. Inst. Actuaires Fr. 94, No. 323, 5-13 (1983). MSC: 62P05 PDF BibTeX XML Cite \textit{J. LeMaire} and \textit{É. Vandermeulen}, Bull. Trimest. Inst. Actuaires Fr. 94, No. 323, 5--13 (1983; Zbl 0545.62072) OpenURL