Optimal reinsurance under the standard deviation principle (Q5017669)
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scientific article; zbMATH DE number 7448991
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under the standard deviation principle |
scientific article; zbMATH DE number 7448991 |
Statements
Optimal reinsurance under the standard deviation principle (English)
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17 December 2021
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reinsurance
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standard deviation principle
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total risk
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upper bound
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Lagrangian function
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