Inf-convolution of risk measures and optimal risk transfer

Barrieu, P.ORCID logo & El Karoui, N. (2005). Inf-convolution of risk measures and optimal risk transfer. Finance and Stochastics, 9(2), 269-298. https://doi.org/10.1007/s00780-005-0152-0
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Item Type Article
Copyright holders © 2005 Springer. Part of Springer Science+Business Media
Departments LSE > Academic Departments > Statistics
DOI 10.1007/s00780-005-0152-0
Date Deposited 30 Oct 2007
URI https://researchonline.lse.ac.uk/id/eprint/2829

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