Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (Q1423368)
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English | Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. |
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Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio. (English)
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14 February 2004
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Proportional and non-proportional reinsurance
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Optimal reinsurance
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Mean
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variance criterion
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