On the optimal risk allocation problem
Year of publication: |
2006
|
---|---|
Authors: | Burgert, Christian ; Rüschendorf, Ludger |
Published in: |
Statistics & Risk Modeling. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 24.2006, 1, p. 153-171
|
Publisher: |
Oldenbourg Wissenschaftsverlag GmbH |
Subject: | Pareto optimal risk allocation | risk sharing | risk measures | equilibrium |
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