Drupal-Biblio17<style face="normal" font="default" size="100%">The optimal reinsurance strategy with price competitionbetween two reinsurers</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Insurance With Heterogeneous Preferences</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Competitive Equilibria in a Comonotone Market</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Enhancing an insurer&#39;s expected value by reinsurance and external financing</style>Drupal-Biblio17<style face="normal" font="default" size="100%">The Fourier-cosine Method for Finite-time Ruin Probabilities</style>Drupal-Biblio17<style face="normal" font="default" size="100%">A theory for measures of tail risk,</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Convex risk functionals: representation and applications.</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal insurance in the presence of multiple policyholders.</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Analysis of a dynamic premium strategy: from theoretical and marketingperspectives.</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal insurance design in the presence of exclusion clauses</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal reinsurance from the perspectives of both an insurer and areinsurer.</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Optimal reinsurance with regulatory initial capital and default risk.</style>Drupal-Biblio17<style face="normal" font="default" size="100%">Average Value-at-Risk minimizing reinsurance under Wang&rsquo;spremium principle with constraints</style>