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- W2294457391 abstract "In this paper we develop what is to the best of our knowledge a new method for solving optimal reinsurance problems. Using the aforementioned method we are able to replicate the results of Bernard and Tian (2009), Cheung (2010) and Cai et al. (2008). The method however allows us to extend the results to other risk measures (besides VaR, CTE) and other premium principles (other than the expected value premium principle)." @default.
- W2294457391 created "2016-06-24" @default.
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- W2294457391 date "2010-08-30" @default.
- W2294457391 modified "2023-09-26" @default.
- W2294457391 title "A General Framework for Solving Optimal Reinsurance Problems" @default.
- W2294457391 hasPublicationYear "2010" @default.
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