Journal article
Quantile-Based Risk Sharing
- Embrechts, Paul RiskLab, Department of Mathematics, ETH Zurich, 8092 Zurich, Switzerland; and Swiss Finance Institute, 8006 Zurich, Switzerland
- Liu, Haiyan Department of Mathematics and Department of Statistics and Probability, Michigan State University, East Lansing, Michigan 48824
- Wang, Ruodu ORCID Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada
Published in:
- Operations Research. - Institute for Operations Research and the Management Sciences (INFORMS). - 2018, vol. 66, no. 4, p. 936-949
- Language
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- English
- Open access status
- closed
- Identifiers
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- DOI 10.1287/opre.2017.1716
- ISSN 0030-364X
- Persistent URL
- https://sonar.ch/global/documents/254319
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