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Latest revision as of 04:09, 13 July 2024

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Risk in a Large Claims Insurance Market with Bipartite Graph Structure
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    Risk in a Large Claims Insurance Market with Bipartite Graph Structure (English)
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    20 December 2016
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    bipartite graph
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    diversification
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    market risk
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    micro- vs. macro-prudential risk
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    multivariate regular variation
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    Pareto-tail
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    reinsurance
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    risk measures
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