Optimal reinsurance policy under a new distortion risk measure (Q6107604)
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scientific article; zbMATH DE number 7706307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance policy under a new distortion risk measure |
scientific article; zbMATH DE number 7706307 |
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Optimal reinsurance policy under a new distortion risk measure (English)
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3 July 2023
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distortion risk measure
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VaR
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gluevar
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optimal reinsurance
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