Optimal reinsurance designs based on risk measures: a review (Q5880018)

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scientific article; zbMATH DE number 7660215
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Optimal reinsurance designs based on risk measures: a review
scientific article; zbMATH DE number 7660215

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    Optimal reinsurance designs based on risk measures: a review (English)
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    7 March 2023
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    value-at-risk
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    conditional value-at-risk
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    distortion risk measures
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    layer reinsurance
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    optimal reinsurance designs
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