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scientific article; zbMATH DE number 6901152
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English
Optimal reinsurance under general law-invariant risk measures
scientific article; zbMATH DE number 6901152

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    Optimal reinsurance under general law-invariant risk measures (English)
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    11 July 2018
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    optimal reinsurance
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    convex risk measures
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    stop-loss insurance
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    insurance layer
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    geometric approach
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