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Self-insurance of investor under repeating catastrophic risks - MaRDI portal

Self-insurance of investor under repeating catastrophic risks (Q2467977)

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Self-insurance of investor under repeating catastrophic risks
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    Self-insurance of investor under repeating catastrophic risks (English)
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    30 January 2008
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    investments
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    catastrophic risk
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    insurance
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    risk estimate
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    risk measure
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    random risk process
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    financial mathematics
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    actuarial mathematics
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    loss probability
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    integral equations
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    method of successive approximations
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