OPTIMAL PROPORTIONAL REINSURANCE UNDER TWO CRITERIA: MAXIMIZING THE EXPECTED UTILITY AND MINIMIZING THE VALUE AT RISK
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Publication:2996868
DOI10.1017/S1446181110000878zbMath1211.91150MaRDI QIDQ2996868
Publication date: 4 May 2011
Published in: The ANZIAM Journal (Search for Journal in Brave)
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