Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints

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Contributor : Elyès Jouini <>
Submitted on : Wednesday, October 3, 2007 - 2:46:14 PM
Last modification on : Thursday, January 11, 2018 - 6:12:21 AM

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Elyès Jouini, Guillaume Bernis. Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints. Approximation, Optimization and Mathematical Economics, Physica-Verlag, pp.47-59, 2001. ⟨halshs-00176407⟩

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