Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (Q2421407)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance to minimize the discounted probability of ruin under ambiguity |
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Optimal reinsurance to minimize the discounted probability of ruin under ambiguity (English)
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17 June 2019
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reinsurance
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ruin probability
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ambiguity
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mean-variance premium principle
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robust optimization
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diffusion approximation
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