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"Optimal claims with fixed payoff structure."

Carole Bernard, Ludger Rüschendorf, Steven Vanduffel (2014)

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DOI: 10.1017/S0021900200021264

access: closed

type: Journal Article

metadata version: 2020-04-16

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  - https://dblp.org/rec/journals/jap/BernardRV14
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel:
Optimal claims with fixed payoff structure. J. Appl. Probab. 51(A): 175-188 (2014)

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