Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concave distortion risk minimizing reinsurance design under adverse selection |
scientific article |
Statements
Concave distortion risk minimizing reinsurance design under adverse selection (English)
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20 March 2020
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risk management
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principal-agent problem
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distortion risk measure
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incentive compatibility
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individual rationality
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