Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (Q2682997): Difference between revisions

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Latest revision as of 11:10, 31 July 2024

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Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
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    Distributionally robust reinsurance with value-at-risk and conditional value-at-risk (English)
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    1 February 2023
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    value-at-risk
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    conditional value-at-risk
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    distributional robust reinsurance
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    uncertainty
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    stop-loss
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