Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
type: Item
instance of: scholarly article
title: Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
zbMATH Open document ID: 0808.90048
DOI: 10.1016/0167-6687(94)90778-1
author: Anja De Waegenaere
published in: Insurance Mathematics \& Economics
publication date: 1994-11-06T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 681878
zbMATH Keywords: incomplete markets
zbMATH Keywords: trading constraints
zbMATH Keywords: arbitrage possibilities
zbMATH Keywords: redistribution of risk
zbMATH Keywords: reinsurance contracts
zbMATH Keywords: financial markets
zbMATH Keywords: constrained Pareto optimality
MaRDI profile type: Publication
full work available at URL: 0167-6687(94)90778-1
OpenAlex ID: W2022826657
cites work: Q3773148
cites work: Equilibrium in a Reinsurance Market
cites work: Risk theory and serendipity
cites work: Q5588318
cites work: A dynamic reinsurance theory
cites work: On infinite systems of linear inequalities
cites work: Equilibria in a proportional reinsurance market
cites work: Q3314810
cites work: Q3994655
cites work: An approach to nonlinear programming
cites work: Q4389633
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description: scientific article; zbMATH DE number 681878