Optimal reinsurance under the mean : variance premium principle to minimize the probability of ruin / Xiaoqing Liang, Zhibin Liang, Virginia R. Young
Budget-constrained optimal retention with an upper limit on the retained loss / Mario Ghossoub
Nonlinearly transformed risk measures: properties and application to optimal reinsurance / Mario Brandtner, Wolfgang Kürsten, Robert Rischau
Robust reinsurance contracts with risk constraint / Ning Wang, Tak Kuen Siu
A BSDE-based approach for the optimal reinsurance problem under partial information / M. Brachetta, C. Ceci