On optimal allocation of risk vectors
From MaRDI portal
Publication:661232
DOI10.1016/j.insmatheco.2010.05.005zbMath1231.91202MaRDI QIDQ661232
Ludger Rüschendorf, Swen Kiesel
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.05.005
91G10: Portfolio theory