Author:
Haier Andreas,Molchanov Ilya,Schmutz Michael
Funder
Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (CH)
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference28 articles.
1. Acciaio, B.: Optimal risk sharing with non-monotone monetary functionals. Finance Stoch. 11, 267–289 (2007)
2. Acciaio, B., Svindland, G.: Optimal risk sharing with different reference probabilities. Insur. Math. Econ. 44, 426–433 (2009)
3. Amini H., Filipović D., Minca A.: Systemic risk with cetral counterparty clearing. Research paper series 13-34, Swiss Finance Institute (2013)
4. Asimit, A.V., Badescu, A.M., Tsanakas, A.: Optimal risk transfers in insurance groups. Eur. Actuar. J. 3, 159–190 (2013)
5. Aubin, J.P., Frankowska, H.: Set-Valued Analysis, System and Control, Foundation and Applications, vol. 2. Birkhäuser, Boston (1990)
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献