Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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Publication:3632830
DOI10.2143/AST.37.1.2020800zbMath1162.91402OpenAlexW4233037841MaRDI QIDQ3632830
Publication date: 15 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.37.1.2020800
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