Convex risk functionals: representation and applications (Q2292181): Difference between revisions
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Revision as of 20:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex risk functionals: representation and applications |
scientific article |
Statements
Convex risk functionals: representation and applications (English)
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3 February 2020
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law-invariant convex risk functional
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dual representation
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robust evaluation
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optimal reinsurance design
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budget constraint
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