Optimal reinsurance with a systemic surplus shock (Q6665054)
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scientific article; zbMATH DE number 7968895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance with a systemic surplus shock |
scientific article; zbMATH DE number 7968895 |
Statements
Optimal reinsurance with a systemic surplus shock (English)
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16 January 2025
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reinsurance
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asset allocation
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systemic risk
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ruin probability
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