Maximization of the variance of a stop-loss reinsured risk (Q1050738)
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scientific article; zbMATH DE number 3810765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximization of the variance of a stop-loss reinsured risk |
scientific article; zbMATH DE number 3810765 |
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Maximization of the variance of a stop-loss reinsured risk (English)
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1983
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maximization of variance of stop-loss reinsured risk
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retention limit
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dual problem
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