Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
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Publication:5051108
DOI10.1007/978-3-030-78334-1_6zbMath1504.91241OpenAlexW3133913318MaRDI QIDQ5051108
Publication date: 18 November 2022
Published in: Springer Actuarial (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-78334-1_6
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic growth models (91B62) Actuarial mathematics (91G05)
Related Items (3)
Optimal reinsurance and investment under common shock dependence between financial and actuarial markets ⋮ Pareto-optimal reinsurance with default risk and solvency regulation ⋮ Optimal design for network mutual aid
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