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Pareto-optimal reinsurance policies with maximal synergy - MaRDI portal

Pareto-optimal reinsurance policies with maximal synergy (Q2656997)

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Pareto-optimal reinsurance policies with maximal synergy
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    Pareto-optimal reinsurance policies with maximal synergy (English)
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    17 March 2021
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    Pareto-optimal reinsurance
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    maximal synergy
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    expected utility
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    distortion risk measures
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    Nash bargaining model
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    rank dependent expected utility
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