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Property / DOI: 10.1007/s10203-012-0134-6 / rank
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Property / author: Dimitrios G. Konstantinides / rank
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Property / full work available at URL: https://doi.org/10.1007/s10203-012-0134-6 / rank
 
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Property / OpenAlex ID: W2044480813 / rank
 
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Latest revision as of 02:39, 18 December 2024

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The restricted convex risk measures in actuarial solvency
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    The restricted convex risk measures in actuarial solvency (English)
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    4 May 2015
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    incomplete asset markets
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    insurance financial positions
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    acceptance set of (re)insurance company
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    base of cone
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    dual representation of convex risk measures
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