Optimal per claim deductibility in insurance with the possibility of risky investments (Q1904994)
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English | Optimal per claim deductibility in insurance with the possibility of risky investments |
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Optimal per claim deductibility in insurance with the possibility of risky investments (English)
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6 May 1996
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optimal level of risky investment
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compound Poisson random variable
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decreasing absolute risk aversion
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standard risk aversion
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optimal level of deductibility
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