"Inf-convolution of risk measures and optimal risk transfer."

Pauline Barrieu, Nicole El Karoui (2005)

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DOI: 10.1007/S00780-005-0152-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Pauline Barrieu, Nicole El Karoui:
Inf-convolution of risk measures and optimal risk transfer. Finance Stochastics 9(2): 269-298 (2005)

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