A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053): Difference between revisions

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Latest revision as of 18:10, 29 July 2024

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A marginal indemnity function approach to optimal reinsurance under the Vajda condition
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    A marginal indemnity function approach to optimal reinsurance under the Vajda condition (English)
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    22 July 2022
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    risk management
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    optimal reinsurance
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    distortion risk measure
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    Vajda condition
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    backward-forward optimization
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