Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (Q2282522)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle |
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Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle (English)
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8 January 2020
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risk management
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reinsurance
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mean-CVaR
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ruin probability
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moral hazard
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