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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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Identification Number: 10.1007/s00780-005-0152-0
Item Type: Article
Official URL: http://www.springerlink.com/content/101164/?p=e694...
Additional Information: © 2005 Springer. Part of Springer Science+Business Media
Divisions: Statistics
Subjects: H Social Sciences > HG Finance
Date Deposited: 30 Oct 2007
Last Modified: 11 Apr 2024 19:24
URI: http://eprints.lse.ac.uk/id/eprint/2829

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