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Latest revision as of 10:35, 8 July 2024

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Optimal risk transfer under quantile-based risk measurers
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    Optimal risk transfer under quantile-based risk measurers (English)
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    15 April 2014
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    expected shortfall
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    distorted risk measure
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    premium principle
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    optimal reinsurance
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    truncated tail value-at-risk
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    value-at-risk
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