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Distortion risk measure
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Dual optimization problem
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Generalized Neyman-Pearson lemma
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Insurance / Mathematics & economics
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Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
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