Distributionally robust reinsurance with expectile (Q6163458)
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scientific article; zbMATH DE number 7702194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributionally robust reinsurance with expectile |
scientific article; zbMATH DE number 7702194 |
Statements
Distributionally robust reinsurance with expectile (English)
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26 June 2023
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expectile
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distributional robustness
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uncertainty
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three-point distribution
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stop-loss
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