Optimal risk sharing with general deviation measures

DOI10.1007/s10479-010-0834-7zbMath1255.90089OpenAlexW1975961363MaRDI QIDQ1931641

Michael Zabarankin, Bogdan Grechuk

Publication date: 15 January 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-010-0834-7

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15)

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