The pricing of non-independent risks under constant absolute risk aversion
Emilio C. Venezian and Dongsae Cho
| Year of publication: |
1987
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|---|---|
| Authors: | Venezian, Emilio C. |
| Other Persons: | Cho, Dongsae (contributor) |
| Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 1018-5895, ZDB-ID 196109-3. - Vol. 12.1987, 42, p. 21-33
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| Subject: | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001021680