Funder
Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference31 articles.
1. Amershi, A.H., Stoeckenius, J.H.: The theory of syndicates and linear sharing rules. Econometrica J. Econom. Soc. 51, 1407–1416 (1983)
2. Barrieu, P., Scandolo, G.: General pareto optimal allocations and applications to multi-period risks. ASTIN Bull. 38(1), 105–136 (2008)
3. Borch, K.: Equilibrium in a reinsurance market. Econometrica 30(3), 424–444 (1962)
4. Boulier, J.-F., Huang, S., Taillard, G.: Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund. Insur. Math. Econ. 28(2), 173–189 (2001)
5. Branger, N., Chen, A., Gatzert, N., Mahayni, A.: Optimal investments under linear sharing rules. Working paper (2018)
Cited by
3 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