Stop-loss protection for a large P2P insurance pool (Q2234761)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stop-loss protection for a large P2P insurance pool |
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Stop-loss protection for a large P2P insurance pool (English)
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19 October 2021
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conditional expectation
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risk pooling
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comonotonicity
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Esscher transform
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regularly varying tails
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