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Linear versus nonlinear allocation rules in risk sharing under financial fairness
Schumacher, Johannes M. - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 995-1024
Persistent link: https://www.econbiz.de/10011999837
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Multi-period risk sharing under financial fairness
Bao, Hailong; Ponds, Eduard; Schumacher, Johannes M. - In: Insurance / Mathematics & economics 72 (2017), pp. 49-66
Persistent link: https://www.econbiz.de/10011691513
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The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
Pazdera, Jaroslav; Schumacher, Johannes M.; Werker, Bas … - In: Journal of mathematical economics 72 (2017), pp. 122-133
Persistent link: https://www.econbiz.de/10011833220