Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-adjusted bowley reinsurance under distorted probabilities |
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Risk-adjusted bowley reinsurance under distorted probabilities (English)
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23 May 2019
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Bowley solution
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Stackelberg equilibria
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equilibrium reinsurance strategy
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pricing density
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general premium principle
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distortion risk measure
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tail value-at-risk
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value-at-risk
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