Portfolio size as function of the premium: modelling and optimization (Q5410796): Difference between revisions
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scientific article; zbMATH DE number 6286592
Language | Label | Description | Also known as |
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English | Portfolio size as function of the premium: modelling and optimization |
scientific article; zbMATH DE number 6286592 |
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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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