Inf-convolution of risk measures and optimal risk transfer

Barrieu, Pauline

; and El Karoui, Nicole (2005) Inf-convolution of risk measures and optimal risk transfer. Finance and Stochastics, 9 (2). pp. 269-298. ISSN 0949-2984

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Item Type	Article
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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Barrieu, Pauline
El Karoui, Nicole

HG Finance

http://www.lse.ac.uk/Statistics/People/Professor-Pauline-Barrieu.aspx (Author)
10.1007/s00780-005-0152-0 (DOI)

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