Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion |
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Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (English)
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19 November 2021
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alpha-maxmin mean-variance criterion
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optimal reinsurance
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ambiguity-loving preferences
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non-unique equilibrium
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time inconsistency
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