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Optimal risk allocation in reinsurance networks - MaRDI portal

Optimal risk allocation in reinsurance networks (Q1799630)

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Optimal risk allocation in reinsurance networks
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    Optimal risk allocation in reinsurance networks (English)
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    19 October 2018
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    optimal reinsurance
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    range-value-at-risk
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    positively dependent through stochastic ordering
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    macroeconomic optimization
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    stochastic ordering
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