EconPapers    
Economics at your fingertips  
 

'Finem Lauda' or the risks in swaps

Philippe Artzner () and Freddy Delbaen

Insurance: Mathematics and Economics, 1990, vol. 9, issue 4, 295-303

Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-6687(90)90008-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:9:y:1990:i:4:p:295-303

Access Statistics for this article

Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

More articles in Insurance: Mathematics and Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2022-06-07
Handle: RePEc:eee:insuma:v:9:y:1990:i:4:p:295-303