A decomposition of general premium principles into risk and deviation (Q2234760)
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scientific article
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| default for all languages | No label defined |
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| English | A decomposition of general premium principles into risk and deviation |
scientific article |
Statements
A decomposition of general premium principles into risk and deviation (English)
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19 October 2021
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principle of premium calculation
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risk measure
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deviation measure
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convex duality
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superhedging
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0.7996125221252441
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0.79073166847229
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0.7843429446220398
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0.7832456231117249
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0.7796575427055359
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