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Optimal reinsurance problems involving risk measures
Optimal reinsurance problems involving risk measures This abstract describes a paper that studies the optimal reinsurance problem when risk is measured by a general risk measure. It is ...- Authors: Beatriz Balbas-Aparicio
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management>Risk measurement - ERM; Reinsurance