Problems on insurance of catastrophic risks (Q1407117)
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scientific article; zbMATH DE number 1978411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Problems on insurance of catastrophic risks |
scientific article; zbMATH DE number 1978411 |
Statements
Problems on insurance of catastrophic risks (English)
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9 September 2003
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Monte Carlo method
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stochastic optimization technique
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ruin probability
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optimal portfolio
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