Optimal retention for a stop-loss reinsurance with incomplete information (Q896205)

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Optimal retention for a stop-loss reinsurance with incomplete information
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    Optimal retention for a stop-loss reinsurance with incomplete information (English)
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    14 December 2015
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    stop-loss reinsurance
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    expectation premium principle
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    optimal retention
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    value-at-risk
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    distribution-free approximation
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    stochastic orders
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