Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2006.07.001 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.07.001 / rank
 
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Latest revision as of 06:53, 10 December 2024

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Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
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    Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (English)
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    23 May 2007
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    heterogeneous portfolio
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    majorization
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    Schur convex functions
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