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
Type
Chapitre d'ouvrageDate
2001Book title
Approximation, optimization and mathematical economicsBook author
Lassonde, MarcPublisher
Physica-Verlag
Published in
Heidelberg
ISBN
3-7908-1363-X
Number of pages
393Pages
47-58
Metadata
Show full item recordSubjects / Keywords
Reinsurance market; short sales constraints; general equilibrium; marked point processes; compensatorsRelated items
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