Inf-convolution of risk measures and optimal risk transfer

Barrieu, Pauline and El Karoui, Nicole (2005) Inf-convolution of risk measures and optimal risk transfer. Finance and Stochastics, 9 (2). pp. 269-298. ISSN 0949-2984

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Item Type:	Article
Official URL:	http://www.springerlink.com/content/101164/?p=e694...
Additional Information:	© 2005 Springer. Part of Springer Science+Business Media
Library of Congress subject classification:	H Social Sciences > HG Finance
Sets:	Departments > Statistics
Date Deposited:	30 Oct 2007
URL:	http://eprints.lse.ac.uk/2829/

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