Optimal reinsurance problems with extrapolative claim expectation (Q4563345)

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scientific article; zbMATH DE number 6879635
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    Optimal reinsurance problems with extrapolative claim expectation
    scientific article; zbMATH DE number 6879635

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      Optimal reinsurance problems with extrapolative claim expectation (English)
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      31 May 2018
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      dynamic premium
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      extrapolative bias
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      past claims
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      proportional reinsurance
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