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  • Optimality of General Reinsurance Contracts under CTE Risk Measure
    Optimality of General Reinsurance Contracts under CTE Risk Measure This abstract is for ... Expectation (CTE) risk measure of the insurer's total risk. Conditional Tail Expectation;Premium;Principle; ...

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    • Authors: Ken Seng Tan, Yi Zhang, Chengguo Weng
    • Date: Nov 2008