Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave | Communications in Statistics - Theory and Methods |
| 10 | 2014 |
Empirical Approach for Optimal Reinsurance Design | North American Actuarial Journal |
| 23 | 2014 |
Optimal reinsurance in the presence of counterparty default risk | Insurance: Mathematics and Economics |
| 24 | 2013 |
Optimal reinsurance with general premium principles | Insurance: Mathematics and Economics |
| 67 | 2013 |
On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures | Insurance: Mathematics and Economics |
| 22 | 2012 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Optimal reinsurance designs based on risk measures: a review | Statistical Theory and Related Fields |
| 24 | 2020 |
Optimal robust insurance with a finite uncertainty set | Insurance: Mathematics and Economics |
| 4 | 2019 |
Optimal Robust Insurance with a Finite Uncertainty Set | SSRN Electronic Journal | 2018 | ||
Some mathematical aspects of price optimisation | Scandinavian Actuarial Journal |
| 1 | 2017 |
Efficient risk allocation within a non-life insurance group under Solvency II Regime | Insurance: Mathematics and Economics |
| 10 | 2016 |