Systemic optimal risk transfer equilibrium
Francesca Biagini, Alessandro Doldi, Jean-Pierre Fouque, Marco Frittelli, Thilo Meyer-Brandis
| Year of publication: |
2021
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|---|---|
| Authors: | Biagini, Francesca ; Doldi, Alessandro ; Fouque, Jean-Pierre ; Frittelli, Marco ; Meyer-Brandis, Thilo |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 2, p. 233-274
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| Subject: | Equilibrium | Systemic utility maximization | Optimal risk sharing | Systemic risk | Theorie | Theory | Risiko | Risk | Systemrisiko | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-020-00277-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012500020