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Inf-convolution of risk measures and optimal risk transfer

By Pauline Barrieu and Nicole El Karoui
Topics: HG Finance
Publisher: Springer
Year: 2005
DOI identifier: 10.1007/s00780-005-0152-0
OAI identifier: oai:eprints.lse.ac.uk:2829
Provided by: LSE Research Online

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Citations

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