Systemic optimal risk transfer equilibrium (Q829331)
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scientific article; zbMATH DE number 7344619
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| default for all languages | No label defined |
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| English | Systemic optimal risk transfer equilibrium |
scientific article; zbMATH DE number 7344619 |
Statements
Systemic optimal risk transfer equilibrium (English)
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5 May 2021
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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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0.7737199068069458
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0.7521511912345886
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0.7508478760719299
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0.7484129071235657
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0.7465828657150269
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