Optimal reinsurance from an optimal transport perspective

Fuente: arXiv

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Bibliographic Details
Main Authors:	Acciaio, Beatrice, Albrecher, Hansjörg, Flores, Brandon García
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2312.06811