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scientific article; zbMATH DE number 845459
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English | No label defined |
scientific article; zbMATH DE number 845459 |
Statements
12 November 1996
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risk measures
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relative risk measures
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loss ratio orderings
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stochastic dominance relations
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transformed risks
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Black-Scholes model
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generalized Dutch premium principle
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stop-loss order preservation
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bonus strategies
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