Optimal reinsurance under general risk measures (Q868316)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under general risk measures |
scientific article |
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Optimal reinsurance under general risk measures (English)
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2 March 2007
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reinsurance
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stop loss
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change loss
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quota share
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convex risk measures
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utility
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