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Optimal risk sharing with different reference probabilities - MaRDI portal

Optimal risk sharing with different reference probabilities (Q1023105)

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scientific article; zbMATH DE number 5563941
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English
Optimal risk sharing with different reference probabilities
scientific article; zbMATH DE number 5563941

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    Optimal risk sharing with different reference probabilities (English)
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    10 June 2009
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    optimal risk sharing
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    law-invariance
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    convolution
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