Optimal risk transfer under quantile-based risk measurers (Q2446006)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk transfer under quantile-based risk measurers |
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Optimal risk transfer under quantile-based risk measurers (English)
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15 April 2014
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expected shortfall
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distorted risk measure
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premium principle
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optimal reinsurance
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truncated tail value-at-risk
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value-at-risk
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