Maximum-loss, minimum-win and the Esscher pricing principle (Q3165702)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum-loss, minimum-win and the Esscher pricing principle |
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Maximum-loss, minimum-win and the Esscher pricing principle (English)
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29 October 2012
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model risk
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portfolio optimization
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stress testing
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risk management
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robust optimization
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