Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341)

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Computing bounds on the expected payoff of Alternative Risk Transfer products
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    Computing bounds on the expected payoff of Alternative Risk Transfer products (English)
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    14 April 2014
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    Alternative Risk Transfer
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    semiparametric bounds
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    Dantzig-Wolfe decomposition
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    reinsurance
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    option pricing
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