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- W3147269078 abstract "在模型无常的上下文,我们学习最佳的设计和瞄准一些非可贸易的风险到篱笆的金融仪器的定价。为模型无常的存在,偏爱能被柔韧的期望的用途代表(也叫的 maxmin 期望用途) 它能被放在 sublinear 的框架期望。最大化在限制下面的柔韧的期望的用途由买主强加了的发行着的问题能被转变到最小化发行着的问题在相应限制下面的凸的措施。并且这里,凸的措施测量不仅风险而且模型无常。" @default.
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- W3147269078 date "2012-01-01" @default.
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- W3147269078 title "The Risk Transfer of Non-tradable Risks under Model Uncertainty" @default.
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