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Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 37 / Issue 1 / May 2007
- Published online by Cambridge University Press:
- 17 April 2015, pp. 93-112
- Print publication:
- May 2007
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- Article
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