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Sensitivity of the joint survival probability for reinsurance schemes - MaRDI portal

Sensitivity of the joint survival probability for reinsurance schemes (Q2870748)

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scientific article; zbMATH DE number 6248398
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Sensitivity of the joint survival probability for reinsurance schemes
scientific article; zbMATH DE number 6248398

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    21 January 2014
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    reinsurance
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    diffusion approximation
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    sensitivity analysis of Monte Carlo simulations
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    Sensitivity of the joint survival probability for reinsurance schemes (English)
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