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"Inf-convolution and optimal risk sharing with countable sets of risk measures."

Marcelo Brutti Righi, Marlon Ruoso Moresco (2024)

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DOI: 10.1007/S10479-022-04593-8

access: closed

type: Journal Article

metadata version: 2024-05-31

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Marcelo Brutti Righi, Marlon Ruoso Moresco:
Inf-convolution and optimal risk sharing with countable sets of risk measures. Ann. Oper. Res. 336(1-2): 829-860 (2024)

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