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Optimal reinsurance under VaR and CVaR risk measures a simplified approach - MaRDI portal

Optimal reinsurance under VaR and CVaR risk measures a simplified approach (Q2890523)

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scientific article; zbMATH DE number 6044909
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Optimal reinsurance under VaR and CVaR risk measures a simplified approach
scientific article; zbMATH DE number 6044909

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    11 June 2012
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    Optimal reinsurance under VaR and CVaR risk measures a simplified approach (English)
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