Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Year of publication: |
2023
|
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Authors: | Denuit, Michel ; Robert, Christian Yann |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 112.2023, p. 23-32
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Subject: | Conditional mean risk sharing | Mutual exclusivity | Risk pooling | Ruin probability | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
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