Marginal indemnification function formulation for optimal reinsurance (Q282271)

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Marginal indemnification function formulation for optimal reinsurance
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    Marginal indemnification function formulation for optimal reinsurance (English)
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    12 May 2016
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    optimal reinsurance
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    marginal indemnification function
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    Lagrangian dual method
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    distortion risk measure
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    inverse-S shaped distortion premium principle
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