Marginal indemnification function formulation for optimal reinsurance (Q282271)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal indemnification function formulation for optimal reinsurance |
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Marginal indemnification function formulation for optimal reinsurance (English)
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12 May 2016
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optimal reinsurance
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marginal indemnification function
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Lagrangian dual method
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distortion risk measure
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inverse-S shaped distortion premium principle
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