Reinsurance in arbitrage-free markets
- 1 December 1991
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 10 (3) , 191-202
- https://doi.org/10.1016/0167-6687(91)90049-4
Abstract
No abstract availableAll Related Versions
This publication has 8 references indexed in Scilit:
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- Individual and collective risks in large economiesJournal of Economic Theory, 1977
- The arbitrage theory of capital asset pricingJournal of Economic Theory, 1976
- The Theory of RiskJournal of the Royal Statistical Society Series B: Statistical Methodology, 1967
- Equilibrium in a Reinsurance MarketEconometrica, 1962