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Properties of functions of the excess of loss retention limit with applications - MaRDI portal

Properties of functions of the excess of loss retention limit with applications (Q1341320)

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scientific article; zbMATH DE number 706880
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English
Properties of functions of the excess of loss retention limit with applications
scientific article; zbMATH DE number 706880

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    Properties of functions of the excess of loss retention limit with applications (English)
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    9 January 1995
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    optimal policy
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    excess of loss retention limit
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    insurance portfolio
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    excess of loss reinsurance premiums
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    premium calculation principles
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    investment
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    optimization
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