Optimal risk sharing with background risk
Year of publication: |
2007
|
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Authors: | Dana, Rose-Anne ; Scarsini, Marco |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 133.2007, 1, p. 152-176
|
Subject: | Risikomodell | Risk model | Unvollkommener Markt | Incomplete market | Erwartungsnutzen | Expected utility | Vertragstheorie | Contract theory |
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