Optimal risk sharing with non-monotone monetary functionals
| Year of publication: |
2007
|
|---|---|
| Authors: | Acciaio, Beatrice |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 2, p. 267-289
|
| Publisher: |
Springer |
| Subject: | Risk measures | Convex duality | Risk sharing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759607