Optimization of risk bearing in a statistical model with reinsurance (Q1040542)

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scientific article; zbMATH DE number 5637714
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Optimization of risk bearing in a statistical model with reinsurance
scientific article; zbMATH DE number 5637714

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    Optimization of risk bearing in a statistical model with reinsurance (English)
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    24 November 2009
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    choice of client's risk, stop-loss insurance strategy
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    necessary and sufficient conditions of optimality
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