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Optimal Risk Transfer: A Numerical Optimization Approach

Asimit, Alexandru V and Gao, Tao and Hu, Junlei and Kim, Eun-Seok (2018) Optimal Risk Transfer: A Numerical Optimization Approach. North American Actuarial Journal, 22 (3). pp. 341-364. DOI https://doi.org/10.1080/10920277.2017.1421472



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