A note on optimal insurance risk control with multiple reinsurers (Q515748)

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A note on optimal insurance risk control with multiple reinsurers
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    A note on optimal insurance risk control with multiple reinsurers (English)
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    16 March 2017
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    optimal reinsurance treaties
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    enlargement of reinsurance space
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    variance premium principles
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    multiple reinsurers
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    Lagrangian function
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