Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (Q998265)
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scientific article; zbMATH DE number 5499579
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| default for all languages | No label defined |
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| English | Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria |
scientific article; zbMATH DE number 5499579 |
Statements
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria (English)
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28 January 2009
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optimal reinsurance
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risk
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stop loss
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ruin probability
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adjustment coefficient
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premium principles
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exponential utility function
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0.8917642831802368
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0.8881779909133911
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0.8838577270507812
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0.8797668218612671
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0.8769381046295166
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