Optimal robust insurance with a finite uncertainty set

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Insurance: Mathematics and Economics 2019 / 4

Optimal robust insurance with a finite uncertainty set

Asimit, Alexandru V., Hu, Junlei, Xie, Yuantao
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Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2019.03.009
Date:
April, 2019
File:
PDF, 771 KB
english, 2019
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