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Elicitability and identifiability of tail risk measures
They are induced by law-based risk measures, called their generators, evaluated on the tail distribution.
The optimal reinsurance strategy with price-competition between two reinsurers
Our numerical analysis verifies the impact of claim size, risk aversion and interest rates of the insurer and reinsurers on equilibrium reinsurance strategy and premium strategy, which can help to understand competition in the reinsurance market
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