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A Characterisation of Optimal Strategies to Deal with Extreme Events in Insurance
Adam Shore
Swansea University Author: Adam Shore
Abstract
A Characterisation of Optimal Strategies to Deal with Extreme Events in Insurance
| Published: |
2008
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15401 |
| Keywords: |
Risk (insurance), mathematical models, stochastic processes, ruin theory |
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| College: |
Faculty of Humanities and Social Sciences |