An extension of Arrow's result on optimality of a stop loss contract (Q2485525)
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English | An extension of Arrow's result on optimality of a stop loss contract |
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An extension of Arrow's result on optimality of a stop loss contract (English)
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5 August 2005
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Reinsurance
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Reinsurance contracts
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Stop loss
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Mean-variance premium principles
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Risk measure
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Harm function
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Semi-variance
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