Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints

Elyès Jouini () and Guillaume Bernis ()
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Guillaume Bernis: CERMSEM - CEntre de Recherche en Mathématiques, Statistique et Économie Mathématique - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Keywords: short sale constraints; reinsurance market (search for similar items in EconPapers)
Date: 2001
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Published in Approximation, Optimization and Mathematical Economics, Physica-Verlag, pp.47-59, 2001

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Related works:
Working Paper: Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints (2001)
Working Paper: Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-00176407

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