Optimal reinsurance subject to Vajda condition (Q2446000): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance subject to Vajda condition |
scientific article |
Statements
Optimal reinsurance subject to Vajda condition (English)
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15 April 2014
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cost of capital
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conditional value at risk
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value at risk
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optimal reinsurance
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Vajda condition
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