Multivariate systemic optimal risk transfer equilibrium
DOI10.1007/S10479-022-04652-0zbMATH Open1537.91346MaRDI QIDQ6549604FDOQ6549604
Authors: Alessandro Doldi, Marco Frittelli 
Publication date: 4 June 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
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Actuarial mathematics (91G05) Utility theory (91B16) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Financial networks (including contagion, systemic risk, regulation) (91G45)
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