A note on optimal risk sharing on $L^p$ spaces (Q1785746): Difference between revisions
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Revision as of 05:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on optimal risk sharing on $L^p$ spaces |
scientific article |
Statements
A note on optimal risk sharing on $L^p$ spaces (English)
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1 October 2018
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risk sharing
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law-invariant convex risk measures
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maximum risk measure
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Pareto optimality
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portfolio theory
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