Optimal reinsurance problems with extrapolative claim expectation (Q4563345)

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scientific article; zbMATH DE number 6879635
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Optimal reinsurance problems with extrapolative claim expectation
scientific article; zbMATH DE number 6879635

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    Optimal reinsurance problems with extrapolative claim expectation (English)
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    31 May 2018
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    dynamic premium
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    extrapolative bias
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    past claims
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    proportional reinsurance
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