Coherent risk measure, equilibrium and equilibrium pricing

DOI10.1016/j.insmatheco.2006.02.010zbMath1273.91237OpenAlexW2037607389MaRDI QIDQ865612

N. E. Zubov

Publication date: 19 February 2007

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.02.010

zbMATH Keywords

Arrow-Debreu equilibriumcoherent risk measureequilibrium pricingPareto equilibrium

Mathematics Subject Classification ID

Cites Work

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