Are Quantile Risk Measures Suitable for Risk-Transfer Decisions?
11.75
Manuel Guerra,
Maria de Lourdes Centeno
Insurance: Mathematics and Economics,
vol. 50, 2012, p. 446-461.
The Optimal Reinsurance Strategy--The Individual Claim Case
11.75
Maria de Lourdes Centeno,
Manuel Guerra
Insurance: Mathematics and Economics,
vol. 46, 2010, p. 450-460.
Optimal Reinsurance Policy: The Adjustment Coefficient and the Expected Utility Criteria
11.75
Manuel Guerra,
Maria de Lourdes Centeno
Insurance: Mathematics and Economics,
vol. 42, 2008, p. 529-539.