Structured reinsurance deals with reference to relative market performance
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Publication:2665848
DOI10.1016/j.insmatheco.2021.07.006zbMath1475.91320OpenAlexW3188938868MaRDI QIDQ2665848
Léonard Vincent, Yuriy Krvavych, Hansjoerg Albrecher
Publication date: 19 November 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.07.006
optimal reinsurancefinancial distress costcontingent reinsurancerelative market performancestructured reinsurance
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