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An optimal multi-layer reinsurance policy under conditional..:
Najafabadi, Amir T. Payandeh
;
Bazaz, Ali Panahi
Annals of Actuarial Science. 12 (2017) 1 - p. 130-146 , 2017
Link:
https://doi.org/10.1017/s1748499517000148
RT Journal T1
An optimal multi-layer reinsurance policy under conditional tail expectation
UL https://suche.suub.uni-bremen.de/peid=cr-10.1017_s1748499517000148&Exemplar=1&LAN=DE A1 Najafabadi, Amir T. Payandeh A1 Bazaz, Ali Panahi PB Cambridge University Press (CUP) YR 2017 SN 1748-4995 SN 1748-5002 JF Annals of Actuarial Science VO 12 IS 1 SP 130 OP 146 LK http://dx.doi.org/https://doi.org/10.1017/s1748499517000148 DO https://doi.org/10.1017/s1748499517000148 SF ELIB - SuUB Bremen
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