Optimal risk transfer for agents with germs (Q661203)

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scientific article; zbMATH DE number 6004726
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English
Optimal risk transfer for agents with germs
scientific article; zbMATH DE number 6004726

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    Optimal risk transfer for agents with germs (English)
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    10 February 2012
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    convex risk measure
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    optimal risk transfer
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    risk sharing
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    generalized entropic risk measure
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    generalized exponential premium
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    intertemporal source-dependent quotient sharing
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    risk management
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