Distributionally robust insurance under the Wasserstein distance (Q7027809)
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scientific article; zbMATH DE number 7984121
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| default for all languages | No label defined |
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| English | Distributionally robust insurance under the Wasserstein distance |
scientific article; zbMATH DE number 7984121 |
Statements
Distributionally robust insurance under the Wasserstein distance (English)
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14 February 2025
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optimal insurance
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robustness
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distortion risk measure
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Wasserstein distance
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GlueVaR
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