General pareto optimal allocations and applications to multi-period risks
Barrieu, Pauline
; and Scandolo, Giacomo
(2008)
General pareto optimal allocations and applications to multi-period risks.
ASTIN Bulletin, 38 (1).
pp. 105-136.
ISSN 0515-0361
| Item Type | Article |
|---|---|
| Departments | Statistics |
| DOI | 10.2143/AST.38.1.2030405 |
| Date Deposited | 28 May 2008 14:51 |
| URI | https://researchonline.lse.ac.uk/id/eprint/5126 |
ORCID: https://orcid.org/0000-0001-9473-263X