Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
| Year of publication: |
2001
|
|---|---|
| Authors: | Bernis, Guillaume ; Jouini, Elyès |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | Reinsurance market | short sales constraints | general equilibrium | marked point processes | compensators |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Approximation, optimization and mathematical economics, . pp. 47-58.Length: 11 pages |
| Classification: | G24 - Investment Banking; Venture Capital; Brokerage ; C62 - Existence and Stability Conditions of Equilibrium ; G10 - General Financial Markets. General ; G22 - Insurance; Insurance Companies |
| Source: |
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