Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal XL-insurance under Wasserstein-type ambiguity |
scientific article |
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Optimal XL-insurance under Wasserstein-type ambiguity (English)
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19 September 2019
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insurance contract
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model error
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minimax solution
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distributional robustness
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