A constraint-free approach to optimal reinsurance
Year of publication: |
2019
|
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Authors: | Gerber, Hans U. ; Shiu, Elias S. W. ; Yang, Hailiang |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2019.2019, 1, p. 62-79
|
Subject: | Borch's theorem | constraint-free approach | convex premium principle | expected utility | Optimal reinsurance | Pareto-optimal risk exchange | Theorie | Theory | Risikomodell | Risk model | Rückversicherung | Reinsurance | Erwartungsnutzen | Expected utility | Risiko | Risk |
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