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• Marco Scarsini

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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 133 (2007)
Issue (Month): 1 (March)
Pages: 152-176
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Handle: RePEc:eee:jetheo:v:133:y:2007:i:1:p:152-176

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Mario Menegatti, 2009. "Optimal saving in the presence of two risks," Journal of Economics, Springer, vol. 96(3), pages 277-288, April. [Downloadable!] (restricted)
2. Kei Fukuda & Akihiko Inoue & Yumiharu Nakano, 2007. "Optimal intertemporal risk allocation applied to insurance pricing," Quantitative Finance Papers 0711.1143, arXiv.org, revised Nov 2007. [Downloadable!]
3. Beatrice Acciaio, 2007. "Optimal risk sharing with non-monotone monetary functionals," Finance and Stochastics, Springer, vol. 11(2), pages 267-289, April. [Downloadable!] (restricted)
4. Michail Anthropelos & Gordan Zitkovic, 2008. "On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets," Quantitative Finance Papers 0803.2198, arXiv.org. [Downloadable!]
5. Damir Filipović & Gregor Svindland, 2008. "Optimal capital and risk allocations for law- and cash-invariant convex functions," Finance and Stochastics, Springer, vol. 12(3), pages 423-439, July. [Downloadable!] (restricted)

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This page was last updated on 2009-12-3.