Optimal reinsurance under the general mixture risk measures (Q870154)
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scientific article; zbMATH DE number 5132911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance under the general mixture risk measures |
scientific article; zbMATH DE number 5132911 |
Statements
Optimal reinsurance under the general mixture risk measures (English)
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12 March 2007
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reinsurance
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expected value principle
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variance risk measure
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Lagrangian function
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