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Optimal reinsurance under the standard deviation principle - MaRDI portal

Optimal reinsurance under the standard deviation principle (Q5017669)

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scientific article; zbMATH DE number 7448991
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Optimal reinsurance under the standard deviation principle
scientific article; zbMATH DE number 7448991

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    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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