Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
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| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Springer
2023
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| Subjects: | |
| Online Access: | https://link.springer.com/article/10.1007/s10287-023-00439-1 https://dlib.phenikaa-uni.edu.vn/handle/PNK/8477 |
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