Portfolio size as function of the premium: modelling and optimization (Q5410796): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/17442508.2013.797426 / rank
 
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Latest revision as of 09:52, 8 July 2024

scientific article; zbMATH DE number 6286592
Language Label Description Also known as
English
Portfolio size as function of the premium: modelling and optimization
scientific article; zbMATH DE number 6286592

    Statements

    Portfolio size as function of the premium: modelling and optimization (English)
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    17 April 2014
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    adverse selection
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    certainty equivalent
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    Cramér-Lundberg model
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    diffusion approximation
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    inverse gamma distribution
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    Lambert \(W\) function
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