Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856)
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scientific article
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English | Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures |
scientific article |
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Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (English)
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22 December 2016
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optimal reinsurance
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distortion risk measure
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