Inf-convolution of risk measures and optimal risk transfer
| Year of publication: |
2005-04
|
|---|---|
| Authors: | Barrieu, Pauline ; El Karoui, Nicole |
| Institutions: | London School of Economics (LSE) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Finance and Stochastics, April, 2005, 9(2), pp. 269-298. ISSN: 0949-2984 |
| Classification: | F3 - International Finance ; G3 - Corporate Finance and Governance |
| Source: |
Persistent link: https://www.econbiz.de/10010746248