Optimal risk sharing with background risk.
Year of publication: |
2005-11
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Authors: | Scarsini, Marco ; Dana, Rose-Anne |
Institutions: | Université Paris-Dauphine |
Subject: | Efficient contracts | Stochastically increasing | Incomplete markets | Insurance |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Journal of Economic Theory (2005-11) v.133, p.152-176 |
Classification: | D52 - Incomplete Markets ; G22 - Insurance; Insurance Companies |
Source: |
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Optimal risk sharing with background risk
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