On comonotonicity of Pareto optimal risk sharing

DOI10.1016/j.spl.2007.11.031zbMath1140.91424OpenAlexW2025989322MaRDI QIDQ935821

Ludger Rüschendorf, Michael Ludkovski

Publication date: 8 August 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.11.031

Mathematics Subject Classification ID

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