European Actuarial Journal · 2019 · 15 citations · 17 references
BusinessInsuranceRisk ManagementInsurance EconomicsInsurance OperationsRisk AnalysisInsurance CompaniesInsurance Contract DesignInsurance PolicyInsurance PricingInsurance RiskRisk SharingInsurance Contract TheoryInsurer NetworksOptimal Insurance ContractsOptimal Insurance PricingOptimal Risk Sharing
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
Business, Finance, Risk Management +14
Convex measures of risk and trading constraints
Hans Föllmer, Alexander Schied · Finance and Stochastics · 2002 · 1.5K citations
Robert Wilson · Econometrica · 1968 · 1.2K citations
Equilibrium in a Reinsurance Market
Karl Borch · Econometrica · 1962 · 705 citations
Robustness and sensitivity analysis of risk measurement procedures
Rama Cont, Romain Deguest, Giacomo Scandolo · Quantitative Finance · 2010 · 403 citations · Full text
Business, Finance, Risk Management +17