VaR and CTE based optimal reinsurance from a reinsurer's perspective (Q2151981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VaR and CTE based optimal reinsurance from a reinsurer's perspective |
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VaR and CTE based optimal reinsurance from a reinsurer's perspective (English)
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5 July 2022
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optimal reinsurance
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value at risk
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conditional tail expectation
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distortion premium principle
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expectation premium principle
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