Pareto-optimal reinsurance under individual risk constraints (Q2682992)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pareto-optimal reinsurance under individual risk constraints |
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Pareto-optimal reinsurance under individual risk constraints (English)
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1 February 2023
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reinsurance
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Pareto optimality
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risk constraints
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distortion risk measures
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range value-at-risk
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