On the optimal product mix in life insurance companies using conditional value at risk (Q659215)

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scientific article; zbMATH DE number 6004688
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On the optimal product mix in life insurance companies using conditional value at risk
scientific article; zbMATH DE number 6004688

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    On the optimal product mix in life insurance companies using conditional value at risk (English)
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    10 February 2012
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    systematic mortality risk
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    product mix
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    natural hedging
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    parameter risk
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    conditional var
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