Optimal reinsurance with regulatory initial capital and default risk (Q2513436): Difference between revisions
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Revision as of 01:32, 20 March 2024
scientific article
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English | Optimal reinsurance with regulatory initial capital and default risk |
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Optimal reinsurance with regulatory initial capital and default risk (English)
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28 January 2015
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optimal reinsurance
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reinsurance premium
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value-at-risk
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counterparty default risk
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utility function
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convex order
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