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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Risk management and insurance review"
~person:"Ghossoub, Mario"
~subject:"Messung"
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Messung
Risikomodell
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Reinsurance
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Risikomaß
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Economics of insurance
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Entscheidung unter Risiko
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Erwartungsnutzen
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Multiple reinsurers
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Portfolio selection
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Probability distortion
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Range Value-at-Risk
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Rank-dependent utility
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Risiko
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Ghossoub, Mario
Cheung, Ka Chun
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Lu, ZhiYi
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Insurance / Mathematics & economics
Journal of banking & finance
Risk management and insurance review
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Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
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2
Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
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