Systemic optimal risk transfer equilibrium (Q829331)

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Systemic optimal risk transfer equilibrium
scientific article

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    title
    Systemic optimal risk transfer equilibrium (English)
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    author
    Francesca Biagini
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    Alessandro Doldi
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    Jean-Pierre Fouque
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    Marco Frittelli
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    Thilo Meyer-Brandis
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    publication date
    5 May 2021
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    zbMATH Keywords
    equilibrium
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    systemic utility maximization
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    optimal risk sharing
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    systemic risk
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    Identifiers

    zbMATH DE Number
    7344619
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