Convexity Inequalities for the Swiss premium (Q3862924)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convexity Inequalities for the Swiss premium |
scientific article |
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Convexity Inequalities for the Swiss premium (English)
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1980
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convexity inequalities
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Swiss premium
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risk splitting
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risk decomposition
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subtranslativity
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sub-decomposability
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