The restricted convex risk measures in actuarial solvency (Q2343100)

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The restricted convex risk measures in actuarial solvency
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    The restricted convex risk measures in actuarial solvency (English)
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    4 May 2015
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    incomplete asset markets
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    insurance financial positions
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    acceptance set of (re)insurance company
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    base of cone
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    dual representation of convex risk measures
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