The restricted convex risk measures in actuarial solvency
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Publication:2343100
DOI10.1007/S10203-012-0134-6zbMath1398.91335OpenAlexW2044480813MaRDI QIDQ2343100
Christos E. Kountzakis, Dimitrios G. Konstantinides
Publication date: 4 May 2015
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-012-0134-6
incomplete asset marketsacceptance set of (re)insurance companybase of conedual representation of convex risk measuresinsurance financial positions
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Cites Work
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