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From ruin theory to option pricing
Gerber, Hans U., (1997)
On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
On the relative efficiency of nth order and DARA stochastic dominance rules
Basso, Antonella, (1997)
Idiosyncratic risk, sharing rules and the theory o risk bearing
Franke, Günter, (1992)
Idiosyncratic risk, sharing rules and the theory of risk bearing
Standard risk aversion and the demand for risky assets in the presence of background risk
Franke, Günter, (2000)