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"Optimal risk sharing with general deviation measures."

Bogdan Grechuk, Michael Zabarankin (2012)

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DOI: 10.1007/S10479-010-0834-7

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - journals/anor/GrechukZ12
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  - https://dblp.org/rec/journals/anor/GrechukZ12
Bogdan Grechuk, Michael Zabarankin:
Optimal risk sharing with general deviation measures. Ann. Oper. Res. 200(1): 9-21 (2012)

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