Optimal retention levels, given the joint survival of cedent and reinsurer (Q3440868)

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Optimal retention levels, given the joint survival of cedent and reinsurer
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    Optimal retention levels, given the joint survival of cedent and reinsurer (English)
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    29 May 2007
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    optimal reinsurance
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    optimal retention level
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    excess of loss reinsurance, probability of survival
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