VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232)
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scientific article; zbMATH DE number 6215516
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| English | VaR criteria for optimal limited change-loss and truncated change-loss reinsurance |
scientific article; zbMATH DE number 6215516 |
Statements
VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (English)
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14 October 2013
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value-at-risk
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optimal reinsurance
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0.8545758724212646
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0.8380456566810608
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0.8361808061599731
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0.830284833908081
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0.8297882676124573
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