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Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir; Svindland, Gregor - In: Finance and stochastics 12 (2008) 3, pp. 423-439
Persistent link: https://www.econbiz.de/10003899207
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Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt; Svindland, Gregor - In: Finance and stochastics 23 (2019) 4, pp. 925-973
Persistent link: https://www.econbiz.de/10012114664