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Semantic Scholar uses AI to extract papers important to this topic.

2017

2017

The design of optimal reinsurance treaties in the presence of multifarious practical constraints is a substantive but…

2016

2016

Understanding the attitude to risk implicit within a risk measure sheds some light on the way in which decision makers perceive…

2015

2015

This paper discusses optimal reinsurance strategy by minimizing insurer’s risk under one general risk measure: Distortion risk…

Highly Cited

2014

Highly Cited

2014

In this paper, we consider the problem of optimal reinsurance design, when the risk is measured by a distortion risk measure and…

2014

2014

This paper studies optimal risk redistribution between firms, such as banks or insurance companies. The introduction of the Basel…

2014

2014

For the class of distortion risk measures, a natural estimator has the form of L-statistics. In this article, we investigate the…

Highly Cited

2013

Highly Cited

2013

Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle has been…

2010

2010

The bias of the empirical estimate of a given risk measure has recently been of interest in the risk management literature. In…

Highly Cited

2008

Highly Cited

2008

The current literature does not reach a consensus on which risk measures should be used in practice. Our objective is to give at…

Highly Cited

2002

Highly Cited

2002

In this paper it is proved that a concave distortion function is a necessary and sufficient condition for coherence, and a…