Worst-case-optimal dynamic reinsurance for large claims (Q2391938)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Worst-case-optimal dynamic reinsurance for large claims |
scientific article |
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Worst-case-optimal dynamic reinsurance for large claims (English)
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5 August 2013
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dynamic proportional reinsurance
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reserve process
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worst-case scenario approach
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Cramér-Lundberg model
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differential game
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robust optimization
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