Optimal reinsurance design under solvency constraints (Q6127106)
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scientific article; zbMATH DE number 7830031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance design under solvency constraints |
scientific article; zbMATH DE number 7830031 |
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Optimal reinsurance design under solvency constraints (English)
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10 April 2024
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reinsurance
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quadratic utility
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terminal value constraints
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martingale method
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payoff function
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