Optimal risk sharing in insurance networks
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s13385-019-00219-9.pdf
Reference22 articles.
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3. Artzner P, Delbaen F, Eber J-M, Heath D (1999) Coherent measures of risk. Math Financ 9(3):203–228
4. Asimit AV, Badescu AM, Tsanakas A (2013) Optimal risk transfers in insurance groups. Eur Actuar J 3(1):159–190
5. Barrieu P, El Karoui N (2005) Inf-convolution of risk measures and optimal risk transfer. Financ Stoch 9:269–298
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