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Revision as of 23:09, 2 July 2024

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Optimal Reinsurance Revisited – A Geometric Approach
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    Optimal Reinsurance Revisited – A Geometric Approach (English)
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    21 June 2010
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    value-at-risk
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    conditional tail expectation
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    reinsurance
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    expectation premium principle: comonotinicity
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    Wang's premium principle
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    increasing convex function
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