Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (Q729856)

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scientific article; zbMATH DE number 6668189
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English
Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
scientific article; zbMATH DE number 6668189

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    Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures (English)
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    22 December 2016
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    optimal reinsurance
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    distortion risk measure
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