Characterizing optimal allocations in quantile-based risk...

Characterizing optimal allocations in quantile-based risk sharing

Wang, Ruodu, Wei, Yunran
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Volume:
93
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2020.06.001
Date:
July, 2020
File:
PDF, 495 KB
2020
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