SSRN Electronic Journal · 2014 · 32 citations · 18 references
BusinessInsuranceRisk ManagementInsurance EconomicsInsurance FinanceReinsuranceReinsurance EconomicsReinsurance FinanceReinsurance MarketsReinsurance PricingReinsurance Program DesignRisk TheoryDistortion MeasuresOptimal Replacement PolicyOptimal RetentionReinsurance StrategyStochastic Pricing Models
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Robustness and sensitivity analysis of risk measurement procedures
Rama Cont, Romain Deguest, Giacomo Scandolo · Quantitative Finance · 2010 · 403 citations · Full text
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Optimal reinsurance under VaR and CTE risk measures
Jun Cai, Ken Seng Tan, Chengguo Weng et al. · Insurance Mathematics and Economics · 2008 · 270 citations