Skip to main navigation Skip to search Skip to main content

Optimal capital and risk transfers for group diversification

  • Damir Filipovic
  • , Michael Kupper

    Publication: Scientific journalJournal articlepeer-review

    Original languageEnglish
    Pages (from-to)55 - 76
    JournalMathematical Finance
    Volume18
    Publication statusPublished - 1 Feb 2008

    Cite this