Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
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Publication:5051108
DOI10.1007/978-3-030-78334-1_6zbMath1504.91241MaRDI QIDQ5051108
Publication date: 18 November 2022
Published in: Springer Actuarial (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-78334-1_6
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B62: Economic growth models
91G05: Actuarial mathematics
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Pareto-optimal reinsurance with default risk and solvency regulation, Optimal design for network mutual aid, Optimal reinsurance and investment under common shock dependence between financial and actuarial markets
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