"Quantile-based risk sharing with heterogeneous beliefs."

Paul Embrechts et al. (2020)

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DOI: 10.1007/S10107-018-1313-1

access: closed

type: Journal Article

metadata version: 2020-08-13

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Paul Embrechts, Haiyan Liu, Tiantian Mao, Ruodu Wang:
Quantile-based risk sharing with heterogeneous beliefs. Math. Program. 181(2): 319-347 (2020)

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