Optimal capital and risk transfers for group diversification

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FILIPOVIĆ, Damir, Michael KUPPER, 2008. Optimal capital and risk transfers for group diversification. In: Mathematical Finance. 18(1), pp. 55-76. ISSN 0960-1627. eISSN 1467-9965. Available under: doi: 10.1111/j.1467-9965.2007.00322.x

@article{Filipovic2008-01Optim-40915, title={Optimal capital and risk transfers for group diversification}, year={2008}, doi={10.1111/j.1467-9965.2007.00322.x}, number={1}, volume={18}, issn={0960-1627}, journal={Mathematical Finance}, pages={55--76}, author={Filipović, Damir and Kupper, Michael} }

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