Multivariate risk sharing and the derivation of individually rational Pareto optima
Alain Chateauneuf, Mina Mostoufi, David Vyncke
| Year of publication: |
March 2015
|
|---|---|
| Authors: | Chateauneuf, Alain ; Mostoufi, Mina ; Vyncke, David |
| Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 74.2015, p. 73-78
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| Subject: | Theorie | Theory | Risiko | Risk | Pareto-Optimum | Pareto efficiency | Derivat | Derivative | Rationalität | Rationality | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mathsocsci.2014.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011438520