Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal dynamic reinsurance with worst-case default of the reinsurer |
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Optimal dynamic reinsurance with worst-case default of the reinsurer (English)
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9 January 2023
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dynamic proportional reinsurance
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reinsurer default
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stress scenario
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swiss solvency test
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worst-case scenario approach
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