Systemic optimal risk transfer equilibrium
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Publication:829331
DOI10.1007/s11579-020-00277-8zbMath1461.91337arXiv1907.04257OpenAlexW3121569019MaRDI QIDQ829331
Alessandro Doldi, Francesca Biagini, Marco Frittelli, Jean-Pierre Fouque, Thilo Meyer-Brandis
Publication date: 5 May 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.04257
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