Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
Bernis, Guillaume; Jouini, Elyès (2001), Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints, in Lassonde, Marc, Approximation, optimization and mathematical economics, Physica-Verlag : Heidelberg, p. 47-58
Book titleApproximation, optimization and mathematical economics
Book authorLassonde, Marc
Number of pages393
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Subjects / KeywordsReinsurance market; short sales constraints; general equilibrium; marked point processes; compensators
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