Waterloo, Ontario N2L 3G1
Canada
University of Waterloo
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Conditional value at risk, Value at risk, Stop-loss reinsurance, Limited stop-loss design, Truncated stop-loss reinsurance, Optimal reinsurance model
Conditional value at risk, Value at risk, Layer reinsurance, Wang's premium principle
Background risk; Conditional expectation function; Incentive compatibility; Mean-variance preference; Optimal insurance design
quantile hedging, partial hedging, optimal strategy, Value-at-Risk (VaR), bull call spread, knock-out call
partial hedging, conditional value-at-risk (CVaR), bull call spread hedging, utility based indifference pricing, stop-loss
crop insurance; optimal reinsurance; conditional tail expectation risk measure; premium principle; loss cost ratio
Empirical Model; Optimal Reinsurance; Second-Order Conic Programming; Risk Measure; Premium Principle; Variance Minimization; Conditional Tail Expectation Minimization.
Conditional value at risk; Convex order; Moral hazard; Optimal retrospective rating plan; Stop-loss insurance