Optimal reinsurance with regulatory initial capital and default risk (Q2513436)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with regulatory initial capital and default risk |
scientific article |
Statements
Optimal reinsurance with regulatory initial capital and default risk (English)
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28 January 2015
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optimal reinsurance
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reinsurance premium
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value-at-risk
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counterparty default risk
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utility function
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convex order
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