Optimal joint survival reinsurance: an efficient frontier approach (Q661206)

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Optimal joint survival reinsurance: an efficient frontier approach
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    Optimal joint survival reinsurance: an efficient frontier approach (English)
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    10 February 2012
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    optimal excess of loss reinsurance
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    probability of ruin
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    Appell polynomials
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    joint survival of cedent and reinsurer
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    expected profit
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    efficient frontier
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    copula functions
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