Multivariate systemic optimal risk transfer equilibrium

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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Systemic optimal risk transfer equilibrium

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