General pareto optimal allocations and applications to multi-period risks
Barrieu, P.
& Scandolo, G.
(2008).
General pareto optimal allocations and applications to multi-period risks.
ASTIN Bulletin,
38(1), 105-136.
https://doi.org/10.2143/AST.38.1.2030405
| Item Type | Article |
|---|---|
| Copyright holders | © 2008 ASTIN Bulletin |
| Departments | LSE > Academic Departments > Statistics |
| DOI | 10.2143/AST.38.1.2030405 |
| Date Deposited | 28 May 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/5126 |
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- http://poj.peeters-leuven.be/content.php?url=article&id=2031592 (Publisher)
- https://www.scopus.com/pages/publications/47249145990 (Scopus publication)
- http://poj.peeters-leuven.be/content.php?url=journ... (Official URL)
ORCID: https://orcid.org/0000-0001-9473-263X