Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100)

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Concave distortion risk minimizing reinsurance design under adverse selection
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    Concave distortion risk minimizing reinsurance design under adverse selection (English)
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    20 March 2020
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    risk management
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    principal-agent problem
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    distortion risk measure
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    incentive compatibility
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    individual rationality
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