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~person:"Cheung, Ka Chun"
~subject:"Entscheidung unter Unsicherheit"
~type_genre:"Aufsatz in Zeitschrift"
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Entscheidung unter Unsicherheit
Economics of insurance
4
Versicherungsökonomik
4
Theorie
3
Theory
3
Pareto efficiency
2
Pareto-Optimum
2
Risikomaß
2
Risk measure
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Value-at-Risk
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Average Value-at-Risk
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Bargaining power
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Contract
1
Contract theory
1
Convex ordering
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Decision under uncertainty
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Deductible insurance
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Disappointment Theories
1
Insurance
1
Insurance premium
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Karlin-Novikoff-Stoyan-Taylor crossing conditions
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Linear programming
1
Mathematical programming
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Mathematische Optimierung
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Minimum charge
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Optimal insurance
1
Optimal insurance contract design
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Optimal insurance decision problem
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Pareto optimality
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Positive dependence
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Premium budget
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Proportional Hazard Transformation
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Risikomodell
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Risk model
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Robust optimisation
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Robust statistics
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Robust/Pareto optimality of insurance
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Robustes Verfahren
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Single layer indemnity
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Tail Value-at-Risk
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Aufsatz in Zeitschrift
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Cheung, Ka Chun
Ghossoub, Mario
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Koufopoulos, Kostas
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Kozhan, Roman
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Ahmed, Ali M.
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Amarante, Massimiliano
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Asimit, Alexandru V.
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Robust and Pareto optimality of insurance contracts
Asimit, Alexandru V.
;
Bignozzi, Valeria
;
Cheung, Ka Chun
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 720-732
Persistent link: https://www.econbiz.de/10011798900
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