The effect of market power on risk-sharing
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Publication:1679556
DOI10.1007/s11579-017-0183-2zbMath1415.91148arXiv1206.0384OpenAlexW3123375745MaRDI QIDQ1679556
Publication date: 9 November 2017
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.0384
Special types of economic equilibria (91B52) Derivative securities (option pricing, hedging, etc.) (91G20)
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Equilibrium returns with transaction costs, Price impact under heterogeneous beliefs and restricted participation, Nash equilibria in optimal reinsurance bargaining
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