The restricted convex risk measures in actuarial solvency (Q2343100)
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English | The restricted convex risk measures in actuarial solvency |
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The restricted convex risk measures in actuarial solvency (English)
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4 May 2015
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incomplete asset markets
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insurance financial positions
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acceptance set of (re)insurance company
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base of cone
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dual representation of convex risk measures
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