Optimal reinsurance under risk and uncertainty (Q2260946)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under risk and uncertainty |
scientific article |
Statements
Optimal reinsurance under risk and uncertainty (English)
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13 March 2015
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risk and uncertainty
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moral hazard
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optimal reinsurance
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optimality conditions
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bang-bang solution
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optimal reinsurance linear problem
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