Borch's Theorem from the perspective of comonotonicity
K. C. Cheung; Yian Rong; S. C. P. Yam
| Year of publication: |
2014
|
|---|---|
| Authors: | Cheung, Ka Chun ; Rong, Yian ; Yam, Sheung Chi Phillip |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 144-151
|
| Subject: | Optimal risk exchange | Pareto optimality | Borch’s Theorem | Comonotonicity | Theorie | Theory | Pareto-Optimum | Pareto efficiency | Risiko | Risk | Wohlfahrtsökonomik | Welfare economics | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259657