Risk sharing for capital requirements with multidimensional security markets

Author:

Liebrich Felix-Benedikt,Svindland Gregor

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Reference46 articles.

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2. Acciaio, B., Svindland, G.: Optimal risk sharing with different reference probabilities. Insur. Math. Econ. 44, 426–433 (2009)

3. Aliprantis, C., Border, K.: Infinite Dimensional Analysis—A Hitchhiker’s Guide, 3rd edn. Springer, Berlin/Heidelberg (2006)

4. Aliprantis, C., Burkinshaw, O.: Locally Solid Riesz Spaces with Applications to Economics. Am. Math. Soc. Providence (2003)

5. Arrow, K.J.: Uncertainty and the welfare economics of medical care. Am. Econ. Rev. 5, 941–973 (1963)

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