Robust insurance design with distortion risk measures (Q6565410)
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scientific article; zbMATH DE number 7874474
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust insurance design with distortion risk measures |
scientific article; zbMATH DE number 7874474 |
Statements
Robust insurance design with distortion risk measures (English)
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2 July 2024
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risk management
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optimal insurance
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distortion risk measure
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\(L^2\) distance
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tail value-at-risk
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