On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Pareto-optimal reinsurance with constraints under distortion risk measures |
scientific article |
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On Pareto-optimal reinsurance with constraints under distortion risk measures (English)
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31 October 2018
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Pareto-optimal reinsurance
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distortion risk measure
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constraints
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value-at-risk
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tail value-at-risk
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