Allocation of risks and equilibrium in markets with finitely many traders

DOI10.1016/j.insmatheco.2007.01.007zbMath1141.91491MaRDI QIDQ939347

Ludger Rüschendorf, Christian Burgert

Publication date: 22 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.01.007

Mathematics Subject Classification ID

91B52: Special types of economic equilibria

Related Items

Optimal capital and risk allocations for law- and cash-invariant convex functions, Optimal risk sharing with non-monotone monetary functionals, EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS, Risk Measures for Portfolio Vectors and Allocation of Risks

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