Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk sharing in insurance networks. An application to asset-liability management |
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Optimal risk sharing in insurance networks. An application to asset-liability management (English)
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4 November 2020
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corporate networks
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optimal risk sharing
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distortion risk measures
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value at risk
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average value at risk
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range value at risk
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solvency capital requirement
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