How retention levels influence the variability of the total risk under reinsurance (Q839893): Difference between revisions
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scientific article
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English | How retention levels influence the variability of the total risk under reinsurance |
scientific article |
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How retention levels influence the variability of the total risk under reinsurance (English)
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3 September 2009
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excess-loss reinsurance
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stop-loss reinsurance
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stochastic directional convexity
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directionally convex functions
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increasing convex order
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