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