Optimal risk transfers in insurance groups (Q362045)

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Optimal risk transfers in insurance groups
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    title
    Optimal risk transfers in insurance groups (English)
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    author
    Alexandru V. Asimit
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    Andreas Tsanakas
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    Alexandru M. Badescu
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    publication date
    20 August 2013
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    zbMATH DE Number
    6199554
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    zbMATH Keywords
    cost of capital
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    expected shortfall
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    insurance groups
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    optimal reinsurance
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    value-at-risk
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