Optimal risk sharing with different reference probabilities

authored by: B. Acciaio, G. Svindland
Organisation(s): Institute of Actuarial and Financial Mathematics
External Organisation(s): ETH Zurich
Type: Article
Journal: Insurance: Mathematics and Economics
ISSN: 0167-6687
Publication date: 2009
Publication status: Published
Peer reviewed: Yes
Electronic version(s): https://doi.org/10.1016/j.insmatheco.2008.12.002 (Access: Unknown)