Optimal reinsurance under general risk measures (Q868316): Difference between revisions

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Latest revision as of 06:10, 10 December 2024

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Optimal reinsurance under general risk measures
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    Optimal reinsurance under general risk measures (English)
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    2 March 2007
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    reinsurance
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    stop loss
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    change loss
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    quota share
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    convex risk measures
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    utility
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