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Risk measurement with maximum loss |
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| Authors: | Gerold Studer |
| Institution: | (1) Swiss Re, Actuarial Development, P.O. Box, CH-8022 Zurich, Switzerland (e-mail: Gerold_Studer@swissre.com), CH |
| Abstract: | |
| Keywords: | : Risk measurement global optimization quadratic programming nonlinear programming polynomial-approximation algorithm |
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