On capital allocation for stochastic arrangement increasing actuarial risks (Q1616355)

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scientific article; zbMATH DE number 6970034
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English
On capital allocation for stochastic arrangement increasing actuarial risks
scientific article; zbMATH DE number 6970034

    Statements

    On capital allocation for stochastic arrangement increasing actuarial risks (English)
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    1 November 2018
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    coverage limits
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    discount rate
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    increasing convex order
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    loss function
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    utility function
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