Optimal reinsurance under the Haezendonck risk measure (Q1950759)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under the Haezendonck risk measure |
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Optimal reinsurance under the Haezendonck risk measure (English)
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13 May 2013
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optimal reinsurance
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Haezendonck risk measure
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expectation principle
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budget constraint
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CVaR
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